-31.9%
DIS vs PEGA
-45.3%
+13.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.2% |
| 7D | +5.2% | -4.5% | +9.7% | +6.1% |
| 30D | +11.5% | -5.7% | +17.1% | +12.5% |
| 3M | +11.5% | +2.6% | +9.0% | +10.6% |
| 6M | +8.9% | -10.6% | +19.5% | +10.0% |
| YTD | +3.4% | -45.5% | +48.9% | +13.1% |
| 1Y | +7.2% | -44.8% | +52.0% | +16.8% |
| 3Y | +43.3% | +45.5% | -2.2% | +21.2% |
| All | -31.9% | -45.3% | +13.4% | -33.0% |
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 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