+6,182.7%
DKS vs PEGA
+1,996.7%
+4,186.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.1% |
| 7D | +3.3% | -4.6% | +7.8% | +4.3% |
| 30D | +5.9% | -6.8% | +12.7% | +7.5% |
| 3M | -27.4% | +2.6% | -30.0% | -28.2% |
| 6M | -32.6% | -5.4% | -27.2% | -32.8% |
| YTD | -24.8% | -46.0% | +21.2% | -15.5% |
| 1Y | -32.8% | -45.6% | +12.8% | -24.8% |
| 3Y | +39.1% | +43.2% | -4.1% | +15.4% |
| 5Y | +25.0% | -45.3% | +70.3% | +25.9% |
| 10Y | +226.2% | +88.9% | +137.3% | +141.6% |
| All | +6,182.7% | +1,996.7% | +4,186.0% | +2,239.1% |
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