-16.2%
DPZ vs PEGA
-47.6%
+31.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.5% |
| 7D | +3.7% | -10.0% | +13.6% | +5.1% |
| 30D | +8.0% | -12.7% | +20.7% | +9.8% |
| 3M | -4.2% | -4.6% | +0.4% | -3.5% |
| 6M | +4.6% | -13.1% | +17.7% | +4.3% |
| YTD | -18.4% | -47.6% | +29.2% | -21.4% |
| All | -16.2% | -47.6% | +31.3% | -19.1% |
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