+429.3%
DELL vs PEGA
+41.6%
+387.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.4% | +12.2% | +11.8% |
| 7D | +0.4% | -8.6% | +9.0% | +1.7% |
| 30D | -35.1% | -10.1% | -25.0% | -34.3% |
| 3M | -15.1% | -4.7% | -10.4% | -15.2% |
| 6M | +51.7% | -8.0% | +59.7% | +52.3% |
| YTD | +200.0% | -47.1% | +247.1% | +233.6% |
| 1Y | +172.1% | -47.5% | +219.6% | +203.0% |
| All | +429.3% | +41.6% | +387.6% | +421.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling