+66.2%
DOCU vs PEGA
-5.2%
+71.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -3.7% | -2.9% | -0.9% | -1.6% |
| 30D | +15.0% | -0.5% | +15.4% | +15.0% |
| 3M | +39.9% | +8.5% | +31.4% | +30.9% |
| 6M | +66.2% | -6.3% | +72.4% | +77.7% |
| All | +66.2% | -5.2% | +71.4% | +77.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling