+47.9%
DE vs PEGA
-30.0%
+77.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | -0.2% |
| 7D | +10.0% | +3.3% | +6.7% | +10.4% |
| 30D | +13.3% | +17.7% | -4.4% | +15.3% |
| 3M | +17.5% | +5.8% | +11.7% | +19.2% |
| 6M | +13.6% | -20.3% | +33.8% | +13.5% |
| YTD | +49.8% | -37.1% | +86.9% | +50.0% |
| 1Y | +47.9% | -30.2% | +78.1% | +44.2% |
| All | +47.9% | -30.0% | +77.9% | +44.2% |
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 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