+2,154.2%
DOV vs PEGA
+1,209.2%
+945.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -2.7% | +3.3% | -6.0% | -3.0% |
| 30D | -8.1% | +17.7% | -25.8% | -9.7% |
| 3M | -9.4% | +5.8% | -15.2% | -10.4% |
| 6M | -12.6% | -20.3% | +7.6% | -11.3% |
| YTD | -0.5% | -37.1% | +36.7% | +3.0% |
| 1Y | +9.2% | -30.2% | +39.4% | +11.5% |
| 3Y | +34.1% | +48.1% | -14.0% | +24.3% |
| 5Y | +17.3% | -46.8% | +64.1% | +17.5% |
| 10Y | +284.9% | +191.3% | +93.6% | +230.0% |
| All | +2,154.2% | +1,209.2% | +945.0% | +1,501.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling