+4,681.2%
DELL vs PEGA
+200.5%
+4,480.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +14.9% | +3.3% | +11.6% | +14.0% |
| 30D | +13.3% | +17.7% | -4.5% | +8.3% |
| 3M | +24.4% | +5.8% | +18.6% | +20.5% |
| 6M | +258.0% | -20.3% | +278.3% | +273.0% |
| YTD | +320.2% | -37.1% | +357.3% | +362.0% |
| 1Y | +319.1% | -30.2% | +349.3% | +344.7% |
| 3Y | +706.5% | +48.1% | +658.4% | +551.9% |
| 5Y | +1,071.9% | -46.8% | +1,118.7% | +1,181.4% |
| 10Y | +4,683.5% | +191.3% | +4,492.2% | +3,150.1% |
| All | +4,681.2% | +200.5% | +4,480.8% | +3,096.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling