+288.7%
DOV vs PEGA
+180.6%
+108.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.5% |
| 7D | -1.9% | -5.3% | +3.4% | -0.9% |
| 30D | -9.9% | +8.3% | -18.2% | -11.6% |
| 3M | -12.1% | +8.9% | -21.0% | -14.6% |
| 6M | -10.4% | -19.7% | +9.3% | -7.7% |
| YTD | -3.3% | -39.9% | +36.6% | +5.5% |
| 1Y | +7.8% | -36.4% | +44.2% | +15.1% |
| 3Y | +36.3% | +52.8% | -16.5% | +9.3% |
| 5Y | +14.8% | -45.7% | +60.5% | +21.4% |
| All | +288.7% | +180.6% | +108.2% | +135.3% |
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