+102.2%
DG vs PEGA
+170.9%
-68.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.3% |
| 7D | -4.8% | -6.1% | +1.3% | -4.1% |
| 30D | +1.8% | +6.4% | -4.6% | +0.9% |
| 3M | +14.5% | +2.9% | +11.6% | +13.7% |
| 6M | -13.6% | -23.8% | +10.3% | -11.3% |
| YTD | -4.8% | -41.1% | +36.2% | 0.0% |
| 1Y | +21.6% | -38.2% | +59.8% | +26.8% |
| 3Y | +4.5% | +49.8% | -45.4% | -6.9% |
| 5Y | -38.5% | -48.0% | +9.6% | -35.8% |
| 10Y | +102.2% | +173.1% | -70.9% | +58.1% |
| All | +102.2% | +170.9% | -68.7% | +58.1% |
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