-99.9%
DFNS vs PEGA
-27.7%
-72.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.8% |
| 7D | -16.0% | +3.3% | -19.3% | -16.5% |
| 30D | -77.7% | +17.7% | -95.4% | -78.5% |
| 3M | -77.2% | +5.8% | -83.0% | -78.2% |
| 6M | -95.2% | -20.3% | -74.9% | -95.4% |
| YTD | -98.0% | -37.1% | -60.8% | -98.1% |
| 1Y | -98.3% | -30.2% | -68.1% | -98.3% |
| 3Y | -99.9% | +48.1% | -148.0% | -99.9% |
| 5Y | -99.9% | -46.8% | -53.1% | -99.9% |
| All | -99.9% | -27.7% | -72.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling