+23.2%
DBX vs PEGA
-45.3%
+68.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.4% | -2.1% |
| 7D | -4.4% | -4.5% | +0.1% | -3.2% |
| 30D | +4.8% | -5.7% | +10.5% | +6.4% |
| 3M | +0.3% | +2.7% | -2.3% | -0.4% |
| 6M | +40.4% | -10.5% | +50.9% | +43.6% |
| YTD | +24.7% | -45.4% | +70.1% | +43.0% |
| 1Y | +20.9% | -44.7% | +65.6% | +37.9% |
| 3Y | +34.5% | +45.7% | -11.2% | +10.4% |
| All | +23.2% | -45.3% | +68.4% | +41.0% |
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