+5,622.1%
DPZ vs PEGA
+2,000.8%
+3,621.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.5% |
| 7D | -2.5% | +3.3% | -5.8% | -3.2% |
| 30D | -7.0% | +17.7% | -24.7% | -10.0% |
| 3M | +11.6% | +5.8% | +5.8% | +9.8% |
| 6M | -15.2% | -20.3% | +5.1% | -12.4% |
| YTD | -17.2% | -37.1% | +19.9% | -11.3% |
| 1Y | -24.8% | -30.2% | +5.4% | -21.6% |
| 3Y | -8.7% | +48.1% | -56.8% | -22.5% |
| 5Y | -28.9% | -46.8% | +17.9% | -28.4% |
| 10Y | +153.6% | +191.3% | -37.7% | +67.6% |
| All | +5,622.1% | +2,000.8% | +3,621.3% | +1,799.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling