+803.7%
DOC vs PEGA
+1,209.2%
-405.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.9% | -1.7% |
| 7D | -1.5% | +3.3% | -4.8% | -1.8% |
| 30D | -4.8% | +17.7% | -22.5% | -6.2% |
| 3M | +6.9% | +5.8% | +1.1% | +6.0% |
| 6M | +20.7% | -20.3% | +41.0% | +22.4% |
| YTD | +34.1% | -37.1% | +71.3% | +38.3% |
| 1Y | +22.6% | -30.2% | +52.8% | +25.1% |
| 3Y | +20.8% | +48.1% | -27.3% | +13.2% |
| 5Y | -24.9% | -46.8% | +21.9% | -24.9% |
| 10Y | -1.8% | +191.3% | -193.1% | -13.9% |
| All | +803.7% | +1,209.2% | -405.5% | +585.7% |
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