+248.1%
DGX vs PEGA
+184.6%
+63.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.5% |
| 7D | -0.9% | -3.0% | +2.1% | -0.6% |
| 30D | -1.2% | +15.9% | -17.1% | -2.8% |
| 3M | +15.8% | +10.8% | +4.9% | +14.0% |
| 6M | +18.2% | -16.5% | +34.7% | +19.6% |
| YTD | +37.2% | -39.0% | +76.2% | +43.5% |
| 1Y | +30.4% | -37.3% | +67.6% | +35.3% |
| 3Y | +96.7% | +59.2% | +37.5% | +68.4% |
| 5Y | +67.2% | -44.9% | +112.0% | +73.6% |
| All | +248.1% | +184.6% | +63.5% | +152.8% |
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