-28.8%
DPZ vs PEGA
-46.5%
+17.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.6% |
| 7D | -2.5% | +3.3% | -5.8% | -3.0% |
| 30D | -7.0% | +17.7% | -24.7% | -9.0% |
| 3M | +11.6% | +5.8% | +5.8% | +10.3% |
| 6M | -15.2% | -20.3% | +5.1% | -13.6% |
| YTD | -17.2% | -37.1% | +19.9% | -13.6% |
| 1Y | -24.8% | -30.2% | +5.4% | -22.9% |
| 3Y | -8.7% | +48.1% | -56.8% | -18.9% |
| All | -28.8% | -46.5% | +17.6% | -28.0% |
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