+792.0%
DOC vs PEGA
+1,104.1%
-312.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +8.7% | -2.9% | +11.6% | +9.0% |
| 30D | +7.6% | -0.5% | +8.1% | +7.6% |
| 3M | -5.3% | +8.5% | -13.8% | -6.1% |
| 6M | +27.6% | -6.3% | +33.9% | +27.7% |
| YTD | +32.4% | -42.2% | +74.6% | +37.4% |
| 1Y | +22.9% | -43.4% | +66.3% | +27.6% |
| 3Y | +43.1% | +52.1% | -9.0% | +33.7% |
| 5Y | -21.4% | -42.2% | +20.9% | -22.0% |
| 10Y | +16.8% | +114.6% | -97.8% | +4.7% |
| All | +792.0% | +1,104.1% | -312.1% | +580.9% |
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