-27.9%
DHR vs PEGA
-48.2%
+20.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.2% |
| 7D | -2.4% | -6.1% | +3.7% | -1.4% |
| 30D | -2.2% | +6.4% | -8.6% | -3.3% |
| 3M | +9.0% | +2.9% | +6.0% | +7.8% |
| 6M | +3.5% | -23.8% | +27.3% | +7.2% |
| YTD | -10.1% | -41.1% | +30.9% | -3.4% |
| 1Y | +6.2% | -38.2% | +44.4% | +12.6% |
| 3Y | -5.4% | +49.8% | -55.2% | -18.4% |
| 5Y | -27.9% | -48.0% | +20.1% | -29.9% |
| All | -27.9% | -48.2% | +20.3% | -29.9% |
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