+7,213.9%
DHI vs PEGA
+1,151.8%
+6,062.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -2.7% |
| 7D | -6.1% | -5.3% | -0.8% | -5.4% |
| 30D | -10.1% | +8.3% | -18.4% | -11.2% |
| 3M | -7.3% | +8.9% | -16.2% | -8.9% |
| 6M | -6.1% | -19.7% | +13.6% | -4.1% |
| YTD | -5.0% | -39.9% | +34.9% | +0.2% |
| 1Y | -22.1% | -36.4% | +14.3% | -18.7% |
| 3Y | +19.2% | +52.8% | -33.6% | +6.0% |
| 5Y | +59.4% | -45.7% | +105.1% | +59.7% |
| 10Y | +401.8% | +178.5% | +223.3% | +305.9% |
| All | +7,213.9% | +1,151.8% | +6,062.2% | +3,989.4% |
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