+54.0%
DOCN vs PEGA
-45.2%
+99.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +2.7% |
| 7D | -19.2% | -4.5% | -14.6% | -18.9% |
| 30D | -43.1% | -5.7% | -37.4% | -42.9% |
| 3M | -40.7% | +2.7% | -43.4% | -41.3% |
| 6M | -55.0% | -10.5% | -44.5% | -53.1% |
| YTD | +50.6% | -45.4% | +96.1% | +96.7% |
| 1Y | +54.0% | -44.7% | +98.7% | +98.8% |
| All | +54.0% | -45.2% | +99.1% | +98.8% |
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