+6.9%
DLTR vs PEGA
+48.1%
-41.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.2% | -1.4% | -5.1% |
| 7D | -5.8% | -2.4% | -3.4% | -5.5% |
| 30D | -5.2% | +9.6% | -14.9% | -6.3% |
| 3M | +15.2% | +2.3% | +12.9% | +14.3% |
| 6M | +7.1% | -23.9% | +31.0% | +9.1% |
| YTD | +0.8% | -39.8% | +40.6% | +4.8% |
| 1Y | +24.8% | -37.4% | +62.2% | +28.8% |
| 3Y | +6.9% | +53.1% | -46.2% | -3.2% |
| All | +6.9% | +48.1% | -41.1% | -3.2% |
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