+17.3%
DOV vs PEGA
-45.7%
+63.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -2.7% | +3.3% | -6.0% | -3.1% |
| 30D | -8.1% | +17.7% | -25.8% | -10.2% |
| 3M | -9.4% | +5.8% | -15.2% | -10.6% |
| 6M | -12.6% | -20.3% | +7.6% | -10.4% |
| YTD | -0.5% | -37.1% | +36.7% | +5.4% |
| 1Y | +9.2% | -30.2% | +39.4% | +13.0% |
| 3Y | +34.1% | +48.1% | -14.0% | +17.3% |
| All | +17.3% | -45.7% | +63.0% | +22.1% |
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