+10,889.4%
DHR vs PEGA
+1,209.2%
+9,680.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -3.9% | +3.3% | -7.2% | -4.2% |
| 30D | +4.0% | +17.7% | -13.7% | +2.3% |
| 3M | +11.5% | +5.8% | +5.7% | +10.6% |
| 6M | +1.9% | -20.3% | +22.1% | +3.6% |
| YTD | -8.9% | -37.1% | +28.2% | -5.6% |
| 1Y | +5.1% | -30.2% | +35.3% | +7.5% |
| 3Y | -10.3% | +48.1% | -58.4% | -16.1% |
| 5Y | -27.8% | -46.8% | +19.0% | -27.5% |
| 10Y | +203.6% | +191.3% | +12.3% | +163.4% |
| All | +10,889.4% | +1,209.2% | +9,680.1% | +7,276.7% |
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