+22.0%
DIS vs PEGA
+191.9%
-169.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.5% |
| 7D | -2.6% | +3.3% | -5.9% | -3.3% |
| 30D | +3.5% | +17.7% | -14.3% | -0.3% |
| 3M | +6.8% | +5.8% | +1.0% | +4.6% |
| 6M | +3.0% | -20.3% | +23.2% | +6.9% |
| YTD | -6.7% | -37.1% | +30.4% | +1.2% |
| 1Y | -10.1% | -30.2% | +20.1% | -5.4% |
| 3Y | +33.0% | +48.1% | -15.1% | +8.8% |
| 5Y | -40.0% | -46.8% | +6.8% | -37.5% |
| All | +22.0% | +191.9% | -169.9% | -16.5% |
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