+98.6%
DOCU vs PEGA
+11.1%
+87.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -0.7% |
| 7D | -3.2% | -1.6% | -1.6% | -2.4% |
| 30D | +15.7% | -3.0% | +18.7% | +17.5% |
| 3M | +37.3% | +5.8% | +31.5% | +33.1% |
| 6M | +63.1% | -8.8% | +71.9% | +71.1% |
| YTD | +15.4% | -43.5% | +58.9% | +55.4% |
| 1Y | +11.3% | -43.4% | +54.7% | +48.9% |
| 3Y | +92.1% | +48.6% | +43.5% | +23.3% |
| 5Y | -70.5% | -43.3% | -27.2% | -65.3% |
| All | +98.6% | +11.1% | +87.6% | +38.4% |
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