+45.6%
DE vs PEGA
-37.1%
+82.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | +0.3% |
| 7D | -2.4% | -5.3% | +2.9% | -2.9% |
| 30D | +9.7% | +8.3% | +1.4% | +10.8% |
| 3M | +21.4% | +8.9% | +12.4% | +23.3% |
| 6M | +15.0% | -19.7% | +34.7% | +14.7% |
| YTD | +46.4% | -39.9% | +86.3% | +45.5% |
| 1Y | +45.6% | -36.4% | +82.0% | +43.9% |
| All | +45.6% | -37.1% | +82.8% | +43.9% |
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 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