+648.6%
DAR vs PEGA
+1,209.2%
-560.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +1.4% | +3.3% | -1.9% | +1.0% |
| 30D | +12.8% | +17.7% | -5.0% | +10.6% |
| 3M | +7.4% | +5.8% | +1.6% | +6.1% |
| 6M | +22.3% | -20.3% | +42.5% | +24.2% |
| YTD | +81.1% | -37.1% | +118.2% | +87.8% |
| 1Y | +106.5% | -30.2% | +136.7% | +111.0% |
| 3Y | +5.3% | +48.1% | -42.8% | -3.2% |
| 5Y | -11.5% | -46.8% | +35.2% | -11.4% |
| 10Y | +353.3% | +191.3% | +162.0% | +282.8% |
| All | +648.6% | +1,209.2% | -560.6% | +436.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling