+334.8%
DOV vs PEGA
+94.5%
+240.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -0.1% | -8.6% | +8.5% | +1.7% |
| 30D | +11.3% | -10.1% | +21.4% | +13.4% |
| 3M | +2.2% | -4.7% | +6.9% | +2.5% |
| 6M | -2.9% | -8.0% | +5.0% | -3.0% |
| YTD | +9.6% | -47.1% | +56.7% | +22.4% |
| 1Y | +16.7% | -47.5% | +64.1% | +30.2% |
| 3Y | +66.9% | +40.2% | +26.6% | +35.1% |
| 5Y | +32.0% | -45.7% | +77.7% | +36.9% |
| 10Y | +334.8% | +85.1% | +249.7% | +190.2% |
| All | +334.8% | +94.5% | +240.3% | +190.2% |
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