+851.5%
DE vs PEGA
+184.6%
+666.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | -2.6% | -3.0% | +0.4% | -2.1% |
| 30D | +9.0% | +15.9% | -6.9% | +6.4% |
| 3M | +19.1% | +10.8% | +8.3% | +16.3% |
| 6M | +14.4% | -16.5% | +30.9% | +16.4% |
| YTD | +45.9% | -39.0% | +85.0% | +55.7% |
| 1Y | +43.6% | -37.3% | +80.9% | +51.5% |
| 3Y | +75.9% | +59.2% | +16.7% | +45.8% |
| 5Y | +98.8% | -44.9% | +143.6% | +115.2% |
| All | +851.5% | +184.6% | +666.8% | +565.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling