+476.3%
DAR vs PEGA
+1,036.4%
-560.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.6% |
| 7D | -9.9% | -4.5% | -5.4% | -9.5% |
| 30D | -16.4% | -5.7% | -10.7% | -16.0% |
| 3M | -17.1% | +2.7% | -19.7% | -17.6% |
| 6M | -20.5% | -10.5% | -10.0% | -20.2% |
| YTD | +39.4% | -45.4% | +84.9% | +46.5% |
| 1Y | +57.2% | -44.7% | +102.0% | +64.9% |
| 3Y | +13.9% | +45.7% | -31.8% | +4.6% |
| 5Y | -40.8% | -45.3% | +4.4% | -41.0% |
| 10Y | +276.2% | +102.6% | +173.7% | +228.9% |
| All | +476.3% | +1,036.4% | -560.1% | +318.3% |
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