-25.8%
DPZ vs PEGA
-43.7%
+17.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.6% |
| 7D | +9.5% | -1.6% | +11.1% | +9.7% |
| 30D | +12.8% | -3.0% | +15.8% | +13.2% |
| 3M | -6.2% | +5.8% | -12.0% | -7.1% |
| 6M | +4.3% | -8.8% | +13.1% | +4.8% |
| YTD | -16.6% | -43.5% | +26.9% | -11.7% |
| 1Y | -12.8% | -43.4% | +30.6% | -7.9% |
| 3Y | -0.8% | +48.6% | -49.4% | -12.5% |
| 5Y | -25.8% | -43.3% | +17.5% | -21.3% |
| All | -25.8% | -43.7% | +17.9% | -21.3% |
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 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