+44.0%
DLTR vs PEGA
+180.6%
-136.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.7% | -0.1% |
| 7D | -9.4% | -5.3% | -4.1% | -8.6% |
| 30D | -7.3% | +8.3% | -15.6% | -8.7% |
| 3M | +7.6% | +8.9% | -1.4% | +5.5% |
| 6M | +1.6% | -19.7% | +21.3% | +4.4% |
| YTD | -3.5% | -39.9% | +36.4% | +3.2% |
| 1Y | +20.0% | -36.4% | +56.4% | +26.8% |
| 3Y | +2.3% | +52.8% | -50.5% | -12.0% |
| 5Y | +31.5% | -45.7% | +77.2% | +36.8% |
| All | +44.0% | +180.6% | -136.5% | +11.0% |
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 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