+888.8%
DECK vs PEGA
+108.7%
+780.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.9% |
| 7D | +6.0% | -1.6% | +7.6% | +6.5% |
| 30D | +7.4% | -3.0% | +10.4% | +8.3% |
| 3M | -11.7% | +5.8% | -17.5% | -13.6% |
| 6M | -11.0% | -8.8% | -2.1% | -9.8% |
| YTD | -15.4% | -43.5% | +28.2% | -3.0% |
| 1Y | +7.2% | -43.4% | +50.6% | +22.6% |
| 3Y | -11.8% | +48.6% | -60.4% | -33.1% |
| 5Y | +24.3% | -43.3% | +67.7% | +32.9% |
| All | +888.8% | +108.7% | +780.1% | +554.9% |
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 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