-98.3%
DFNS vs PEGA
-35.6%
-62.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | +3.9% |
| 7D | +0.8% | -2.4% | +3.2% | +3.3% |
| 30D | -73.2% | +9.6% | -82.9% | -77.1% |
| 3M | -72.4% | +2.3% | -74.8% | -78.3% |
| 6M | -95.2% | -23.9% | -71.3% | -95.8% |
| YTD | -98.0% | -39.8% | -58.2% | -98.3% |
| 1Y | -98.3% | -37.4% | -60.8% | -98.4% |
| All | -98.3% | -35.6% | -62.7% | -98.4% |
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