+329.1%
DOV vs PEGA
+97.3%
+231.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +8.6% | -4.1% | +12.7% | +9.3% |
| 3M | +1.9% | -2.8% | +4.7% | +1.8% |
| 6M | -1.7% | -0.4% | -1.2% | -3.4% |
| YTD | +8.3% | -45.4% | +53.7% | +20.1% |
| 1Y | +16.6% | -42.6% | +59.2% | +27.6% |
| 3Y | +65.1% | +45.4% | +19.7% | +32.7% |
| 5Y | +29.2% | -44.6% | +73.8% | +33.6% |
| All | +329.1% | +97.3% | +231.8% | +184.3% |
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