-100.0%
DFNS vs PEGA
-39.7%
-60.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -2.2% |
| 7D | -42.8% | -10.0% | -32.8% | -41.6% |
| 30D | -67.6% | -12.7% | -54.9% | -66.6% |
| 3M | -94.9% | -4.6% | -90.3% | -94.8% |
| 6M | -96.7% | -13.1% | -83.6% | -96.8% |
| YTD | -99.6% | -47.6% | -52.0% | -99.6% |
| 1Y | -99.7% | -47.0% | -52.7% | -99.7% |
| 3Y | -100.0% | +42.0% | -142.0% | -100.0% |
| 5Y | -100.0% | -47.8% | -52.1% | -100.0% |
| All | -100.0% | -39.7% | -60.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling