+8.6%
DECK vs PEGA
-45.2%
+53.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.7% |
| 7D | +5.8% | -4.5% | +10.3% | +6.4% |
| 30D | +7.9% | -5.7% | +13.6% | +8.6% |
| 3M | -11.4% | +2.6% | -14.0% | -11.7% |
| 6M | -16.6% | -10.6% | -6.0% | -16.7% |
| YTD | -16.4% | -45.5% | +29.1% | -15.2% |
| 1Y | +8.6% | -44.8% | +53.4% | +9.6% |
| All | +8.6% | -45.2% | +53.9% | +9.6% |
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