+240.9%
DIA vs PEGA
+99.2%
+141.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +2.9% |
| 7D | +0.8% | -10.0% | +10.7% | +2.7% |
| 30D | +1.4% | -12.7% | +14.1% | +3.8% |
| 3M | -2.7% | -4.6% | +1.9% | -2.3% |
| 6M | +6.2% | -13.1% | +19.3% | +7.7% |
| YTD | +10.1% | -47.6% | +57.7% | +21.5% |
| 1Y | +13.0% | -47.0% | +60.0% | +24.3% |
| 3Y | +61.9% | +42.0% | +19.9% | +36.0% |
| 5Y | +57.1% | -47.8% | +104.9% | +66.3% |
| 10Y | +240.9% | +92.0% | +148.9% | +157.4% |
| All | +240.9% | +99.2% | +141.7% | +157.4% |
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 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