+41.7%
DOV vs PEGA
+48.1%
-6.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.1% | +1.4% |
| 7D | +2.5% | -2.4% | +4.9% | +2.8% |
| 30D | -7.5% | +9.6% | -17.1% | -8.4% |
| 3M | -9.7% | +2.3% | -12.0% | -10.2% |
| 6M | -6.1% | -23.9% | +17.8% | -3.4% |
| YTD | +0.5% | -39.8% | +40.2% | +6.4% |
| 1Y | +10.5% | -37.4% | +47.9% | +15.8% |
| 3Y | +41.7% | +53.1% | -11.4% | +25.3% |
| All | +41.7% | +48.1% | -6.4% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling