+10.4%
DBX vs PEGA
-46.5%
+56.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.2% |
| 7D | -2.4% | +3.3% | -5.7% | -3.3% |
| 30D | -0.5% | +17.7% | -18.2% | -4.8% |
| 3M | +28.1% | +5.8% | +22.3% | +25.3% |
| 6M | +33.1% | -20.3% | +53.3% | +39.6% |
| YTD | +25.3% | -37.1% | +62.4% | +38.6% |
| 1Y | +18.3% | -30.2% | +48.6% | +26.3% |
| 3Y | +25.0% | +48.1% | -23.1% | +2.2% |
| All | +10.4% | -46.5% | +56.9% | +39.2% |
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 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