+1,129.1%
DIA vs PEGA
+739.2%
+389.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.4% |
| 7D | -0.2% | +3.3% | -3.5% | -0.5% |
| 30D | -1.5% | +17.7% | -19.3% | -3.1% |
| 3M | +3.8% | +5.8% | -2.0% | +2.8% |
| 6M | +10.3% | -20.3% | +30.5% | +11.9% |
| YTD | +12.1% | -37.1% | +49.2% | +15.8% |
| 1Y | +18.6% | -30.2% | +48.8% | +21.1% |
| 3Y | +60.6% | +48.1% | +12.5% | +50.0% |
| 5Y | +64.4% | -46.8% | +111.2% | +64.7% |
| 10Y | +250.1% | +191.3% | +58.8% | +203.5% |
| All | +1,129.1% | +739.2% | +389.8% | +766.0% |
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