+10,446.2%
DGX vs PEGA
+394.6%
+10,051.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +11.2% | -4.1% | +15.3% | +11.5% |
| 3M | +10.4% | -2.8% | +13.2% | +10.5% |
| 6M | +37.1% | -0.4% | +37.5% | +36.5% |
| YTD | +52.1% | -45.4% | +97.5% | +57.1% |
| 1Y | +40.7% | -42.6% | +83.3% | +44.7% |
| 3Y | +107.6% | +45.4% | +62.2% | +95.6% |
| 5Y | +90.6% | -44.6% | +135.2% | +88.9% |
| 10Y | +287.9% | +91.2% | +196.8% | +251.5% |
| All | +10,446.2% | +394.6% | +10,051.7% | +7,870.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling