-5.2%
DASH vs PEGA
-47.4%
+42.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.3% | +1.3% |
| 7D | +0.4% | -4.5% | +4.9% | +2.5% |
| 30D | -6.0% | -5.7% | -0.4% | -3.9% |
| 3M | -15.8% | +2.6% | -18.3% | -17.3% |
| 6M | +7.0% | -10.6% | +17.6% | +10.3% |
| YTD | -20.7% | -45.5% | +24.8% | -0.7% |
| 1Y | -8.5% | -44.8% | +36.2% | +13.6% |
| 3Y | +101.8% | +45.5% | +56.3% | +34.2% |
| 5Y | -9.6% | -45.3% | +35.7% | +6.2% |
| All | -5.2% | -47.4% | +42.2% | +8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling