+98.2%
DE vs PEGA
-48.2%
+146.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.4% |
| 7D | -3.0% | -6.1% | +3.1% | -2.7% |
| 30D | +11.1% | +6.4% | +4.8% | +10.7% |
| 3M | +17.6% | +2.9% | +14.7% | +17.2% |
| 6M | +13.6% | -23.8% | +37.4% | +15.4% |
| YTD | +46.3% | -41.1% | +87.3% | +51.3% |
| 1Y | +44.2% | -38.2% | +82.4% | +48.2% |
| 3Y | +76.6% | +49.8% | +26.7% | +66.3% |
| 5Y | +98.2% | -48.0% | +146.2% | +114.4% |
| All | +98.2% | -48.2% | +146.4% | +114.4% |
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