+102.6%
DOCU vs PEGA
+13.7%
+88.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -3.7% | -2.9% | -0.9% | -2.1% |
| 30D | +15.0% | -0.5% | +15.4% | +15.1% |
| 3M | +39.9% | +8.5% | +31.4% | +33.8% |
| 6M | +66.2% | -6.3% | +72.4% | +71.6% |
| YTD | +17.7% | -42.2% | +59.9% | +56.4% |
| 1Y | +13.7% | -43.4% | +57.1% | +52.0% |
| 3Y | +95.9% | +52.1% | +43.8% | +24.1% |
| 5Y | -71.7% | -42.2% | -29.4% | -67.0% |
| All | +102.6% | +13.7% | +88.9% | +39.4% |
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