+319.1%
DELL vs PEGA
-30.0%
+349.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.5% |
| 7D | +14.9% | +3.3% | +11.6% | +14.8% |
| 30D | +13.3% | +17.7% | -4.5% | +12.6% |
| 3M | +24.4% | +5.8% | +18.6% | +26.9% |
| 6M | +258.0% | -20.3% | +278.3% | +271.7% |
| YTD | +320.2% | -37.1% | +357.3% | +359.3% |
| 1Y | +319.1% | -30.2% | +349.3% | +363.0% |
| All | +319.1% | -30.0% | +349.1% | +363.0% |
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 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