+14.9%
DG vs PEGA
+55.9%
-41.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.6% |
| 7D | +8.4% | +3.3% | +5.1% | +8.1% |
| 30D | +4.9% | +17.7% | -12.8% | +3.7% |
| 3M | +29.3% | +5.8% | +23.5% | +28.2% |
| 6M | -11.3% | -20.3% | +9.0% | -11.3% |
| YTD | +1.8% | -37.1% | +38.9% | +2.1% |
| 1Y | +25.3% | -30.2% | +55.5% | +25.6% |
| All | +14.9% | +55.9% | -41.1% | +10.2% |
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