+64.9%
DGX vs PEGA
-48.2%
+113.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.1% |
| 7D | -2.2% | -6.1% | +3.9% | -2.0% |
| 30D | -0.9% | +6.4% | -7.3% | -1.2% |
| 3M | +15.6% | +2.9% | +12.7% | +15.3% |
| 6M | +17.8% | -23.8% | +41.6% | +18.7% |
| YTD | +37.5% | -41.1% | +78.5% | +39.9% |
| 1Y | +31.2% | -38.2% | +69.4% | +33.0% |
| 3Y | +96.6% | +49.8% | +46.7% | +82.3% |
| 5Y | +64.9% | -48.0% | +112.9% | +61.5% |
| All | +64.9% | -48.2% | +113.1% | +61.5% |
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