+738.0%
DIS vs PEGA
+1,076.4%
-338.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.2% |
| 7D | +5.7% | -1.6% | +7.3% | +5.9% |
| 30D | +12.7% | -3.0% | +15.7% | +13.0% |
| 3M | +15.2% | +5.8% | +9.4% | +14.3% |
| 6M | +17.6% | -8.8% | +26.4% | +18.0% |
| YTD | +3.8% | -43.5% | +47.3% | +8.7% |
| 1Y | +6.8% | -43.4% | +50.2% | +11.8% |
| 3Y | +42.1% | +48.6% | -6.5% | +32.1% |
| 5Y | -31.2% | -43.3% | +12.2% | -31.2% |
| 10Y | +37.6% | +109.7% | -72.1% | +22.0% |
| All | +738.0% | +1,076.4% | -338.4% | +472.2% |
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 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