+63.2%
DHI vs PEGA
-45.0%
+108.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.5% |
| 7D | -3.4% | -3.0% | -0.4% | -2.9% |
| 30D | -5.4% | +15.9% | -21.3% | -7.8% |
| 3M | -10.4% | +10.8% | -21.3% | -12.5% |
| 6M | -2.8% | -16.5% | +13.7% | -0.9% |
| YTD | -3.4% | -39.0% | +35.6% | +3.5% |
| 1Y | -22.9% | -37.3% | +14.4% | -18.3% |
| 3Y | +20.7% | +59.2% | -38.5% | -4.7% |
| All | +63.2% | -45.0% | +108.2% | +69.5% |
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