+3,922.7%
DELL vs PEGA
+180.6%
+3,742.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.0% | -7.3% | -5.8% |
| 7D | -1.9% | -5.3% | +3.4% | -0.6% |
| 30D | +14.9% | +8.3% | +6.6% | +12.1% |
| 3M | +37.2% | +8.9% | +28.3% | +31.5% |
| 6M | +254.0% | -19.7% | +273.7% | +267.4% |
| YTD | +306.1% | -39.9% | +346.0% | +351.2% |
| 1Y | +312.3% | -36.4% | +348.7% | +348.7% |
| 3Y | +654.0% | +52.8% | +601.2% | +501.8% |
| 5Y | +1,055.3% | -45.7% | +1,101.0% | +1,141.5% |
| All | +3,922.7% | +180.6% | +3,742.1% | +2,793.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling