+23.5%
DG vs PEGA
+37.6%
-14.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +2.5% |
| 7D | +0.7% | -10.0% | +10.6% | +1.5% |
| 30D | +7.4% | -12.7% | +20.1% | +8.6% |
| 3M | +8.5% | -4.6% | +13.1% | +9.0% |
| 6M | +21.9% | -13.1% | +35.0% | +22.5% |
| YTD | +4.9% | -47.6% | +52.5% | +6.5% |
| 1Y | +40.4% | -47.0% | +87.4% | +42.4% |
| 3Y | +23.5% | +42.0% | -18.5% | +16.9% |
| All | +23.5% | +37.6% | -14.1% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling