+6.1%
DBX vs PEGA
-46.9%
+52.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -1.0% |
| 7D | -7.3% | -8.2% | +0.9% | -4.5% |
| 30D | -5.7% | -11.6% | +5.9% | -1.7% |
| 3M | -6.3% | -4.2% | -2.2% | -5.0% |
| 6M | +12.1% | -12.0% | +24.1% | +14.8% |
| YTD | +16.5% | -46.9% | +63.4% | +29.2% |
| 1Y | +6.1% | -47.0% | +53.0% | +17.3% |
| All | +6.1% | -46.9% | +52.9% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling