-51.1%
DOCS vs PEGA
-43.7%
-7.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.4% |
| 7D | -1.3% | -1.6% | +0.2% | -0.7% |
| 30D | +19.4% | -3.0% | +22.4% | +20.8% |
| 3M | +53.4% | +5.8% | +47.6% | +50.6% |
| 6M | +28.8% | -8.8% | +37.6% | +32.5% |
| YTD | -25.1% | -43.5% | +18.5% | -8.6% |
| 1Y | -48.1% | -43.4% | -4.8% | -37.1% |
| 3Y | +51.4% | +48.6% | +2.8% | +7.2% |
| 5Y | -51.1% | -43.3% | -7.8% | -43.3% |
| All | -51.1% | -43.7% | -7.4% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling