+29.1%
DOV vs PEGA
-47.0%
+76.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.9% | +8.4% | +5.0% |
| 7D | -1.4% | -10.0% | +8.6% | -0.1% |
| 30D | +12.8% | -12.7% | +25.5% | +14.6% |
| 3M | +1.1% | -4.6% | +5.7% | +1.3% |
| 6M | -2.6% | -13.1% | +10.5% | -1.8% |
| YTD | +9.9% | -47.6% | +57.5% | +18.8% |
| 1Y | +19.3% | -47.0% | +66.3% | +28.6% |
| 3Y | +68.4% | +42.0% | +26.4% | +47.0% |
| 5Y | +29.1% | -47.8% | +77.0% | +32.7% |
| All | +29.1% | -47.0% | +76.1% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling