-4.4%
DOC vs PEGA
+191.4%
-195.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.9% | -1.6% |
| 7D | -1.5% | +3.3% | -4.8% | -2.1% |
| 30D | -4.8% | +17.7% | -22.5% | -7.7% |
| 3M | +6.9% | +5.8% | +1.1% | +5.1% |
| 6M | +20.7% | -20.3% | +41.0% | +24.5% |
| YTD | +34.1% | -37.1% | +71.3% | +43.6% |
| 1Y | +22.6% | -30.2% | +52.8% | +27.9% |
| 3Y | +20.8% | +48.1% | -27.3% | +0.4% |
| 5Y | -24.9% | -46.8% | +21.9% | -20.9% |
| All | -4.4% | +191.4% | -195.8% | -32.2% |
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 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