+29.8%
DLTR vs PEGA
-48.2%
+78.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -4.3% |
| 7D | -10.2% | -6.1% | -4.1% | -9.5% |
| 30D | -8.5% | +6.4% | -14.9% | -9.3% |
| 3M | +5.6% | +2.9% | +2.7% | +4.8% |
| 6M | +2.2% | -23.8% | +26.0% | +4.7% |
| YTD | -3.8% | -41.1% | +37.3% | +1.1% |
| 1Y | +22.9% | -38.2% | +61.2% | +28.1% |
| 3Y | +2.0% | +49.8% | -47.8% | -7.6% |
| 5Y | +29.8% | -48.0% | +77.8% | +26.6% |
| All | +29.8% | -48.2% | +78.0% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling