+23,662.8%
DECK vs PEGA
+1,209.2%
+22,453.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +1.7% |
| 7D | -2.2% | +3.3% | -5.5% | -2.7% |
| 30D | -13.6% | +17.7% | -31.3% | -15.8% |
| 3M | -21.2% | +5.8% | -27.0% | -22.3% |
| 6M | -21.1% | -20.3% | -0.8% | -19.0% |
| YTD | -17.2% | -37.1% | +19.9% | -12.5% |
| 1Y | -30.7% | -30.2% | -0.5% | -28.3% |
| 3Y | -3.4% | +48.1% | -51.5% | -13.2% |
| 5Y | +25.5% | -46.8% | +72.3% | +28.0% |
| 10Y | +714.7% | +191.3% | +523.3% | +555.2% |
| All | +23,662.8% | +1,209.2% | +22,453.6% | +10,483.0% |
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