+128.9%
DPZ vs PEGA
+108.7%
+20.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.7% |
| 7D | +9.5% | -1.6% | +11.1% | +9.8% |
| 30D | +12.8% | -3.0% | +15.8% | +13.3% |
| 3M | -6.2% | +5.8% | -12.0% | -7.3% |
| 6M | +4.3% | -8.8% | +13.1% | +5.1% |
| YTD | -16.6% | -43.5% | +26.9% | -10.2% |
| 1Y | -12.8% | -43.4% | +30.6% | -6.4% |
| 3Y | -0.8% | +48.6% | -49.4% | -15.0% |
| 5Y | -25.8% | -43.3% | +17.5% | -24.9% |
| All | +128.9% | +108.7% | +20.2% | +83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling