+177.3%
DLR vs PEGA
+176.8%
+0.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.4% |
| 7D | +3.4% | -2.4% | +5.8% | +3.9% |
| 30D | -2.2% | +9.6% | -11.8% | -4.3% |
| 3M | +4.7% | +2.3% | +2.4% | +3.2% |
| 6M | +9.0% | -23.9% | +32.9% | +13.6% |
| YTD | +24.1% | -39.8% | +63.9% | +34.8% |
| 1Y | +20.9% | -37.4% | +58.4% | +29.6% |
| 3Y | +60.0% | +53.1% | +6.9% | +31.4% |
| 5Y | +35.3% | -47.2% | +82.5% | +36.8% |
| All | +177.3% | +176.8% | +0.5% | +94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling