+694.6%
DELL vs PEGA
+48.1%
+646.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.0% | +2.5% |
| 7D | +25.6% | -2.4% | +28.0% | +26.1% |
| 30D | +17.7% | +9.6% | +8.0% | +15.7% |
| 3M | +33.4% | +2.3% | +31.1% | +32.1% |
| 6M | +266.2% | -23.9% | +290.1% | +283.1% |
| YTD | +328.0% | -39.8% | +367.8% | +368.2% |
| 1Y | +339.6% | -37.4% | +377.0% | +375.0% |
| 3Y | +694.6% | +53.1% | +641.5% | +688.4% |
| All | +694.6% | +48.1% | +646.5% | +688.4% |
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