+36.6%
DRI vs PEGA
-47.6%
+84.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +1.6% |
| 7D | +3.1% | -10.0% | +13.1% | +3.4% |
| 30D | +16.2% | -12.7% | +28.9% | +16.6% |
| 3M | +8.4% | -4.6% | +13.0% | +8.8% |
| 6M | +19.0% | -13.1% | +32.1% | +18.8% |
| YTD | +28.8% | -47.6% | +76.4% | +28.5% |
| All | +36.6% | -47.6% | +84.1% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling