-98.3%
DFNS vs PEGA
-30.0%
-68.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +1.7% |
| 7D | -16.0% | +3.3% | -19.3% | -19.1% |
| 30D | -77.7% | +17.7% | -95.4% | -82.6% |
| 3M | -77.2% | +5.8% | -83.0% | -82.7% |
| 6M | -95.2% | -20.3% | -74.9% | -96.0% |
| YTD | -98.0% | -37.1% | -60.8% | -98.3% |
| 1Y | -98.3% | -30.2% | -68.1% | -98.5% |
| All | -98.3% | -30.0% | -68.3% | -98.5% |
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