-14.9%
DPZ vs PEGA
-45.2%
+30.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.7% |
| 7D | +6.6% | -4.5% | +11.1% | +7.2% |
| 30D | +10.3% | -5.7% | +16.0% | +11.1% |
| 3M | -6.2% | +2.6% | -8.7% | -6.3% |
| 6M | +4.2% | -10.6% | +14.8% | +3.5% |
| YTD | -18.4% | -45.5% | +27.1% | -21.7% |
| 1Y | -14.9% | -44.8% | +29.9% | -18.1% |
| All | -14.9% | -45.2% | +30.3% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling