+6,703.4%
DE vs PEGA
+1,209.2%
+5,494.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | 0.0% |
| 7D | +10.0% | +3.3% | +6.7% | +9.7% |
| 30D | +13.3% | +17.7% | -4.4% | +11.5% |
| 3M | +17.5% | +5.8% | +11.7% | +16.3% |
| 6M | +13.6% | -20.3% | +33.8% | +15.1% |
| YTD | +49.8% | -37.1% | +86.9% | +54.5% |
| 1Y | +47.9% | -30.2% | +78.1% | +50.5% |
| 3Y | +72.5% | +48.1% | +24.4% | +59.8% |
| 5Y | +90.2% | -46.8% | +137.0% | +89.8% |
| 10Y | +865.4% | +191.3% | +674.1% | +722.3% |
| All | +6,703.4% | +1,209.2% | +5,494.2% | +4,411.9% |
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