+76.3%
DLTR vs PEGA
+97.3%
-21.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.5% |
| 7D | +5.3% | +0.1% | +5.2% | +5.2% |
| 30D | +13.4% | -4.1% | +17.5% | +14.1% |
| 3M | +6.6% | -2.8% | +9.4% | +6.9% |
| 6M | +59.1% | -0.4% | +59.5% | +57.9% |
| YTD | +12.3% | -45.4% | +57.6% | +22.0% |
| 1Y | +33.9% | -42.6% | +76.5% | +44.2% |
| 3Y | +23.0% | +45.4% | -22.4% | +6.0% |
| 5Y | +22.1% | -44.6% | +66.7% | +25.9% |
| All | +76.3% | +97.3% | -21.1% | +34.6% |
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