-48.1%
DOCS vs PEGA
-44.8%
-3.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.3% |
| 7D | -1.3% | -1.6% | +0.2% | -0.6% |
| 30D | +19.4% | -3.0% | +22.4% | +20.9% |
| 3M | +53.4% | +5.8% | +47.6% | +50.7% |
| 6M | +28.8% | -8.8% | +37.6% | +30.8% |
| YTD | -25.1% | -43.5% | +18.5% | -14.1% |
| 1Y | -48.1% | -43.4% | -4.8% | -39.1% |
| All | -48.1% | -44.8% | -3.4% | -39.1% |
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