+74.1%
DRI vs PEGA
-45.3%
+119.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.6% |
| 7D | +2.8% | -4.5% | +7.3% | +3.4% |
| 30D | +13.3% | -5.7% | +18.9% | +13.9% |
| 3M | +8.2% | +2.6% | +5.6% | +7.6% |
| 6M | +17.5% | -10.6% | +28.1% | +18.3% |
| YTD | +26.9% | -45.5% | +72.4% | +35.1% |
| 1Y | +31.6% | -44.8% | +76.3% | +39.6% |
| 3Y | +67.0% | +45.5% | +21.4% | +46.4% |
| All | +74.1% | -45.3% | +119.5% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling