+54.5%
DLR vs PEGA
+37.6%
+16.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.9% | +7.3% | +3.8% |
| 7D | +2.4% | -10.0% | +12.3% | +3.5% |
| 30D | +0.7% | -12.7% | +13.4% | +2.1% |
| 3M | -6.4% | -4.6% | -1.8% | -6.5% |
| 6M | -6.5% | -13.1% | +6.6% | -5.9% |
| YTD | +18.8% | -47.6% | +66.4% | +27.3% |
| 1Y | +9.0% | -47.0% | +56.1% | +16.6% |
| 3Y | +54.5% | +42.0% | +12.5% | +33.9% |
| All | +54.5% | +37.6% | +16.9% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling