+5,650.9%
DPZ vs PEGA
+1,832.1%
+3,818.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | +10.1% | -2.9% | +13.0% | +10.7% |
| 30D | +14.6% | -0.5% | +15.1% | +14.6% |
| 3M | -6.8% | +8.5% | -15.3% | -8.5% |
| 6M | +4.4% | -6.3% | +10.7% | +4.9% |
| YTD | -16.8% | -42.2% | +25.4% | -9.5% |
| 1Y | -14.5% | -43.4% | +29.0% | -6.8% |
| 3Y | -1.1% | +52.1% | -53.2% | -16.7% |
| 5Y | -28.0% | -42.2% | +14.3% | -28.9% |
| 10Y | +130.2% | +114.6% | +15.6% | +62.5% |
| All | +5,650.9% | +1,832.1% | +3,818.8% | +1,837.9% |
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