+11.3%
DOCU vs PEGA
-44.8%
+56.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -0.5% |
| 7D | -3.2% | -1.6% | -1.6% | -2.3% |
| 30D | +15.7% | -3.0% | +18.7% | +17.7% |
| 3M | +37.3% | +5.8% | +31.5% | +32.7% |
| 6M | +63.1% | -8.8% | +71.9% | +69.5% |
| YTD | +15.4% | -43.5% | +58.9% | +45.2% |
| 1Y | +11.3% | -43.4% | +54.7% | +42.7% |
| All | +11.3% | -44.8% | +56.1% | +42.7% |
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