-37.9%
DG vs PEGA
-47.9%
+10.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.2% | -3.6% |
| 7D | -2.5% | -2.4% | -0.1% | -2.2% |
| 30D | +1.0% | +9.6% | -8.6% | +0.2% |
| 3M | +20.3% | +2.3% | +18.0% | +19.7% |
| 6M | -11.7% | -23.9% | +12.2% | -10.5% |
| YTD | -2.3% | -39.8% | +37.4% | +0.2% |
| 1Y | +20.0% | -37.4% | +57.4% | +22.7% |
| 3Y | +7.2% | +53.1% | -45.9% | -0.6% |
| 5Y | -37.9% | -47.2% | +9.3% | -36.6% |
| All | -37.9% | -47.9% | +10.0% | -36.6% |
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