+46.4%
DRAM vs PEGA
-23.9%
+70.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.2% |
| 7D | -14.7% | -8.2% | -6.5% | -17.4% |
| 30D | -28.9% | -11.6% | -17.4% | -32.1% |
| 3M | -18.1% | -4.2% | -13.9% | -18.4% |
| 6M | -23.0% | -12.0% | -11.1% | -16.5% |
| All | +46.4% | -23.9% | +70.3% | +59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling