+145.0%
DPZ vs PEGA
+97.3%
+47.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.3% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +15.5% | -4.1% | +19.6% | +16.2% |
| 3M | -2.0% | -2.8% | +0.8% | -1.7% |
| 6M | +12.1% | -0.4% | +12.6% | +11.5% |
| YTD | -16.6% | -45.4% | +28.8% | -9.7% |
| 1Y | -14.6% | -42.6% | +28.0% | -8.4% |
| 3Y | -4.1% | +45.4% | -49.6% | -17.6% |
| 5Y | -28.3% | -44.6% | +16.3% | -27.2% |
| All | +145.0% | +97.3% | +47.7% | +100.3% |
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