+143.3%
DELL vs PEGA
-44.4%
+187.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | 0.0% | -8.9% | -8.8% |
| 7D | -24.6% | -2.9% | -21.7% | -24.6% |
| 30D | -32.5% | -0.5% | -32.0% | -32.5% |
| 3M | -20.2% | +8.5% | -28.7% | -20.4% |
| 6M | +76.5% | -6.3% | +82.7% | +81.7% |
| YTD | +198.9% | -42.2% | +241.1% | +234.6% |
| 1Y | +143.3% | -43.4% | +186.8% | +182.4% |
| All | +143.3% | -44.4% | +187.8% | +182.4% |
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