+176.7%
DLR vs PEGA
+170.9%
+5.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | +0.2% |
| 7D | +2.9% | -6.1% | +9.0% | +4.2% |
| 30D | -1.2% | +6.4% | -7.6% | -2.7% |
| 3M | +2.9% | +2.9% | 0.0% | +1.3% |
| 6M | +6.7% | -23.8% | +30.5% | +11.2% |
| YTD | +23.9% | -41.1% | +64.9% | +35.1% |
| 1Y | +18.6% | -38.2% | +56.9% | +27.5% |
| 3Y | +59.7% | +49.8% | +9.8% | +31.7% |
| 5Y | +42.1% | -48.0% | +90.1% | +44.0% |
| 10Y | +176.7% | +173.1% | +3.6% | +95.0% |
| All | +176.7% | +170.9% | +5.8% | +95.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling