-23.9%
DIS vs PEGA
-45.8%
+22.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +0.6% | -8.6% | +9.2% | +2.2% |
| 30D | +10.3% | -10.1% | +20.4% | +12.2% |
| 3M | +15.6% | -4.7% | +20.3% | +16.1% |
| 6M | +15.1% | -8.0% | +23.1% | +15.6% |
| YTD | +6.0% | -47.1% | +53.1% | +16.5% |
| 1Y | +5.7% | -47.5% | +53.2% | +16.2% |
| 3Y | +39.8% | +40.2% | -0.4% | +19.0% |
| 5Y | -23.9% | -45.7% | +21.9% | -24.2% |
| All | -23.9% | -45.8% | +22.0% | -24.2% |
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