+354.0%
DRI vs PEGA
+175.4%
+178.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.3% | -0.9% |
| 7D | -1.2% | -2.4% | +1.2% | -0.7% |
| 30D | -0.4% | +9.6% | -10.0% | -2.8% |
| 3M | +9.5% | +2.3% | +7.2% | +7.8% |
| 6M | +6.5% | -23.9% | +30.3% | +11.6% |
| YTD | +18.4% | -39.8% | +58.2% | +29.9% |
| 1Y | +4.2% | -37.4% | +41.6% | +12.3% |
| 3Y | +57.1% | +53.1% | +3.9% | +21.0% |
| 5Y | +70.4% | -47.2% | +117.7% | +88.4% |
| 10Y | +354.0% | +174.3% | +179.7% | +213.4% |
| All | +354.0% | +175.4% | +178.7% | +213.4% |
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