-9.4%
DASH vs PEGA
-43.7%
+34.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.3% | -7.1% | -8.5% |
| 7D | +0.5% | -1.6% | +2.1% | +1.3% |
| 30D | -7.1% | -3.0% | -4.1% | -6.1% |
| 3M | -13.2% | +5.8% | -19.0% | -15.8% |
| 6M | +8.3% | -8.8% | +17.1% | +10.7% |
| YTD | -20.6% | -43.5% | +23.0% | -3.0% |
| 1Y | -24.4% | -43.4% | +19.0% | -7.9% |
| 3Y | +94.5% | +48.6% | +45.9% | +31.7% |
| 5Y | -9.4% | -43.3% | +33.9% | -2.6% |
| All | -9.4% | -43.7% | +34.2% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling