+103.3%
DOCU vs PEGA
+7.4%
+95.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.1% |
| 7D | +4.1% | +0.1% | +4.0% | +3.9% |
| 30D | +7.4% | -4.1% | +11.5% | +9.7% |
| 3M | +26.0% | -2.8% | +28.8% | +27.8% |
| 6M | +79.2% | -0.4% | +79.6% | +78.9% |
| YTD | +18.1% | -45.4% | +63.5% | +61.9% |
| 1Y | +20.5% | -42.6% | +63.1% | +59.8% |
| 3Y | +96.4% | +45.4% | +51.0% | +27.3% |
| 5Y | -69.5% | -44.6% | -24.9% | -63.8% |
| All | +103.3% | +7.4% | +95.9% | +44.2% |
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