+1,106.2%
DELL vs PEGA
-48.2%
+1,154.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.6% |
| 7D | +8.7% | -6.1% | +14.9% | +10.0% |
| 30D | +16.9% | +6.4% | +10.5% | +15.3% |
| 3M | +40.4% | +2.9% | +37.5% | +38.0% |
| 6M | +267.1% | -23.8% | +290.9% | +282.4% |
| YTD | +329.1% | -41.1% | +370.2% | +367.9% |
| 1Y | +346.9% | -38.2% | +385.1% | +381.0% |
| 3Y | +696.6% | +49.8% | +646.8% | +602.4% |
| 5Y | +1,106.2% | -48.0% | +1,154.2% | +1,112.3% |
| All | +1,106.2% | -48.2% | +1,154.4% | +1,112.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling