+11.7%
DASH vs PEGA
-39.3%
+51.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -4.2% |
| 7D | -10.6% | +3.3% | -13.9% | -11.8% |
| 30D | +2.2% | +17.7% | -15.6% | -5.1% |
| 3M | +32.3% | +5.8% | +26.5% | +27.3% |
| 6M | +19.1% | -20.3% | +39.4% | +28.9% |
| YTD | -6.5% | -37.1% | +30.6% | +10.6% |
| 1Y | -14.9% | -30.2% | +15.3% | -5.3% |
| 3Y | +151.9% | +48.1% | +103.8% | +70.1% |
| 5Y | +9.4% | -46.8% | +56.2% | +37.5% |
| All | +11.7% | -39.3% | +51.0% | +20.4% |
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