+250.2%
DOCN vs PEGA
-30.0%
+280.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.9% |
| 7D | +1.1% | +3.3% | -2.2% | +0.8% |
| 30D | -9.6% | +17.7% | -27.4% | -11.2% |
| 3M | -37.7% | +5.8% | -43.5% | -36.7% |
| 6M | +115.2% | -20.3% | +135.5% | +137.3% |
| YTD | +133.7% | -37.1% | +170.9% | +175.7% |
| 1Y | +250.2% | -30.2% | +280.4% | +288.5% |
| All | +250.2% | -30.0% | +280.2% | +288.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling