-35.9%
DOW vs PEGA
-47.9%
+12.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +0.9% |
| 7D | -2.9% | -2.4% | -0.5% | -2.7% |
| 30D | +2.0% | +9.6% | -7.7% | +0.9% |
| 3M | -12.5% | +2.3% | -14.9% | -13.1% |
| 6M | -9.2% | -23.9% | +14.7% | -7.0% |
| YTD | +30.8% | -39.8% | +70.5% | +37.6% |
| 1Y | +29.4% | -37.4% | +66.8% | +35.0% |
| 3Y | -34.6% | +53.1% | -87.7% | -41.5% |
| 5Y | -35.9% | -47.2% | +11.3% | -31.9% |
| All | -35.9% | -47.9% | +12.0% | -31.9% |
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