+24,576.6%
DECK vs PEGA
+1,104.1%
+23,472.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | 0.0% | +5.9% | +6.0% |
| 7D | +10.4% | -2.9% | +13.2% | +10.8% |
| 30D | +11.1% | -0.5% | +11.6% | +11.1% |
| 3M | -10.8% | +8.5% | -19.3% | -12.1% |
| 6M | -8.7% | -6.3% | -2.5% | -8.4% |
| YTD | -14.0% | -42.2% | +28.1% | -8.1% |
| 1Y | +12.0% | -43.4% | +55.5% | +20.1% |
| 3Y | -10.5% | +52.1% | -62.6% | -19.9% |
| 5Y | +28.5% | -42.2% | +70.7% | +29.5% |
| 10Y | +923.3% | +114.6% | +808.7% | +757.8% |
| All | +24,576.6% | +1,104.1% | +23,472.5% | +11,020.5% |
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