+70.5%
DOCN vs PEGA
-43.5%
+114.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +4.2% |
| 7D | -19.2% | -4.5% | -14.6% | -17.2% |
| 30D | -43.1% | -5.7% | -37.4% | -41.6% |
| 3M | -40.7% | +2.6% | -43.3% | -42.9% |
| 6M | -55.0% | -10.6% | -44.4% | -55.1% |
| YTD | +50.6% | -45.5% | +96.1% | +92.5% |
| 1Y | +54.0% | -44.8% | +98.7% | +95.4% |
| 3Y | +203.9% | +45.5% | +158.4% | +78.7% |
| 5Y | -29.4% | -45.3% | +15.9% | -5.0% |
| All | +70.5% | -43.5% | +114.1% | +116.7% |
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 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