+404.6%
DHI vs PEGA
+184.6%
+219.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.4% |
| 7D | -3.4% | -3.0% | -0.4% | -2.7% |
| 30D | -5.4% | +15.9% | -21.3% | -8.9% |
| 3M | -10.4% | +10.8% | -21.3% | -13.4% |
| 6M | -2.8% | -16.5% | +13.7% | -0.1% |
| YTD | -3.4% | -39.0% | +35.6% | +6.2% |
| 1Y | -22.9% | -37.3% | +14.4% | -16.6% |
| 3Y | +20.7% | +59.2% | -38.5% | -10.7% |
| 5Y | +62.1% | -44.9% | +107.0% | +68.1% |
| All | +404.6% | +184.6% | +219.9% | +224.0% |
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