+107.6%
DGX vs PEGA
+46.3%
+61.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +11.2% | -4.1% | +15.3% | +11.2% |
| 3M | +10.4% | -2.8% | +13.2% | +10.4% |
| 6M | +37.1% | -0.4% | +37.5% | +37.1% |
| YTD | +52.1% | -45.4% | +97.5% | +50.4% |
| 1Y | +40.7% | -42.6% | +83.3% | +39.3% |
| 3Y | +107.6% | +45.4% | +62.2% | +109.8% |
| All | +107.6% | +46.3% | +61.3% | +109.8% |
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 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