+4,921.2%
DLTR vs PEGA
+1,209.2%
+3,712.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.4% |
| 7D | +2.5% | +3.3% | -0.8% | +2.1% |
| 30D | +2.1% | +17.7% | -15.7% | 0.0% |
| 3M | +20.3% | +5.8% | +14.5% | +19.0% |
| 6M | +11.5% | -20.3% | +31.8% | +13.9% |
| YTD | +6.8% | -37.1% | +44.0% | +11.6% |
| 1Y | +31.1% | -30.2% | +61.3% | +35.0% |
| 3Y | +10.7% | +48.1% | -37.4% | +1.3% |
| 5Y | +41.6% | -46.8% | +88.4% | +42.1% |
| 10Y | +58.1% | +191.3% | -133.2% | +28.1% |
| All | +4,921.2% | +1,209.2% | +3,712.0% | +1,950.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling