+13.7%
DOC vs PEGA
+108.7%
-95.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.2% |
| 7D | +6.2% | -1.6% | +7.8% | +6.5% |
| 30D | +6.5% | -3.0% | +9.4% | +7.0% |
| 3M | -6.2% | +5.8% | -12.0% | -7.6% |
| 6M | +25.6% | -8.8% | +34.4% | +26.3% |
| YTD | +32.1% | -43.5% | +75.6% | +43.9% |
| 1Y | +20.3% | -43.4% | +63.7% | +30.8% |
| 3Y | +42.7% | +48.6% | -5.9% | +17.2% |
| 5Y | -22.2% | -43.3% | +21.2% | -20.7% |
| All | +13.7% | +108.7% | -95.0% | -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