+22.3%
DBX vs PEGA
+26.5%
-4.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.1% |
| 7D | -2.4% | +3.3% | -5.7% | -3.5% |
| 30D | -0.5% | +17.7% | -18.2% | -5.9% |
| 3M | +28.1% | +5.8% | +22.3% | +24.7% |
| 6M | +33.1% | -20.3% | +53.3% | +41.7% |
| YTD | +25.3% | -37.1% | +62.4% | +42.8% |
| 1Y | +18.3% | -30.2% | +48.6% | +28.7% |
| 3Y | +25.0% | +48.1% | -23.1% | -5.6% |
| 5Y | +7.5% | -46.8% | +54.3% | +26.0% |
| All | +22.3% | +26.5% | -4.3% | -29.9% |
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 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