+66.0%
DIA vs PEGA
-45.7%
+111.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.4% |
| 7D | -0.2% | +3.3% | -3.5% | -0.6% |
| 30D | -1.5% | +17.7% | -19.3% | -3.4% |
| 3M | +3.8% | +5.8% | -2.0% | +2.7% |
| 6M | +10.3% | -20.3% | +30.5% | +12.5% |
| YTD | +12.1% | -37.1% | +49.2% | +17.2% |
| 1Y | +18.6% | -30.2% | +48.8% | +22.0% |
| 3Y | +60.6% | +48.1% | +12.5% | +45.7% |
| All | +66.0% | -45.7% | +111.7% | +76.9% |
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