+21.5%
DBX vs PEGA
+18.7%
+2.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +3.0% |
| 7D | +0.3% | -6.1% | +6.4% | +2.4% |
| 30D | 0.0% | +6.4% | -6.4% | -2.1% |
| 3M | +26.1% | +2.9% | +23.2% | +24.0% |
| 6M | +29.4% | -23.8% | +53.2% | +39.9% |
| YTD | +24.4% | -41.1% | +65.5% | +44.9% |
| 1Y | +10.9% | -38.2% | +49.1% | +25.7% |
| 3Y | +24.1% | +49.8% | -25.8% | -7.3% |
| 5Y | +7.8% | -48.0% | +55.8% | +26.2% |
| All | +21.5% | +18.7% | +2.8% | -28.9% |
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