-99.9%
DFNS vs PEGA
-30.7%
-69.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | 0.0% |
| 7D | +0.8% | -2.4% | +3.2% | +1.2% |
| 30D | -73.2% | +9.6% | -82.9% | -73.8% |
| 3M | -72.4% | +2.3% | -74.8% | -73.5% |
| 6M | -95.2% | -23.9% | -71.3% | -95.4% |
| YTD | -98.0% | -39.8% | -58.2% | -98.1% |
| 1Y | -98.3% | -37.4% | -60.8% | -98.3% |
| 3Y | -99.9% | +53.1% | -153.0% | -99.9% |
| 5Y | -99.9% | -47.2% | -52.6% | -99.9% |
| All | -99.9% | -30.7% | -69.1% | -99.9% |
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