-100.0%
DFNS vs PEGA
-45.3%
-54.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.5% | -8.7% | -11.5% |
| 7D | -44.0% | -4.5% | -39.5% | -43.4% |
| 30D | -69.1% | -5.7% | -63.4% | -68.7% |
| 3M | -95.6% | +2.6% | -98.2% | -95.7% |
| 6M | -96.2% | -10.6% | -85.6% | -96.2% |
| YTD | -99.6% | -45.5% | -54.1% | -99.6% |
| 1Y | -99.7% | -44.8% | -55.0% | -99.7% |
| 3Y | -100.0% | +45.5% | -145.5% | -100.0% |
| All | -100.0% | -45.3% | -54.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling