+203.8%
DHR vs PEGA
+184.6%
+19.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -3.6% | -3.0% | -0.6% | -3.0% |
| 30D | -2.7% | +15.9% | -18.6% | -5.9% |
| 3M | +10.9% | +10.8% | +0.1% | +7.8% |
| 6M | +3.0% | -16.5% | +19.5% | +5.8% |
| YTD | -12.2% | -39.0% | +26.8% | -4.5% |
| 1Y | +3.3% | -37.3% | +40.6% | +10.9% |
| 3Y | -8.2% | +59.2% | -67.4% | -25.3% |
| 5Y | -29.9% | -44.9% | +15.0% | -28.0% |
| All | +203.8% | +184.6% | +19.1% | +114.6% |
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