+28.5%
DECK vs PEGA
-43.2%
+71.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | 0.0% | +5.9% | +6.0% |
| 7D | +10.4% | -2.9% | +13.2% | +11.1% |
| 30D | +11.1% | -0.5% | +11.6% | +11.1% |
| 3M | -10.8% | +8.5% | -19.3% | -12.8% |
| 6M | -8.7% | -6.3% | -2.5% | -8.4% |
| YTD | -14.0% | -42.2% | +28.1% | -4.7% |
| 1Y | +12.0% | -43.4% | +55.5% | +24.6% |
| 3Y | -10.5% | +52.1% | -62.6% | -27.6% |
| 5Y | +28.5% | -42.2% | +70.7% | +49.8% |
| All | +28.5% | -43.2% | +71.7% | +49.8% |
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