+312.3%
DELL vs PEGA
-37.1%
+349.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.0% | -7.3% | -5.4% |
| 7D | -1.9% | -5.3% | +3.4% | -1.7% |
| 30D | +14.9% | +8.3% | +6.6% | +14.6% |
| 3M | +37.2% | +8.9% | +28.3% | +37.6% |
| 6M | +254.0% | -19.7% | +273.7% | +266.8% |
| YTD | +306.1% | -39.9% | +346.0% | +348.6% |
| 1Y | +312.3% | -36.4% | +348.7% | +350.9% |
| All | +312.3% | -37.1% | +349.4% | +350.9% |
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 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