-50.3%
DOCS vs PEGA
-45.9%
-4.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.4% |
| 7D | -1.4% | +3.3% | -4.7% | -2.7% |
| 30D | +21.8% | +17.7% | +4.1% | +14.7% |
| 3M | +27.3% | +5.8% | +21.5% | +23.8% |
| 6M | -0.3% | -20.3% | +19.9% | +7.3% |
| YTD | -40.5% | -37.1% | -3.4% | -30.6% |
| 1Y | -61.5% | -30.2% | -31.3% | -57.5% |
| 3Y | +8.2% | +48.1% | -39.9% | -21.6% |
| 5Y | -73.4% | -46.8% | -26.6% | -73.9% |
| All | -50.3% | -45.9% | -4.4% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling