+7,644.9%
DRI vs PEGA
+1,209.2%
+6,435.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.4% |
| 7D | +0.6% | +3.3% | -2.7% | +0.3% |
| 30D | +3.8% | +17.7% | -13.9% | +2.2% |
| 3M | +13.0% | +5.8% | +7.2% | +12.0% |
| 6M | +8.3% | -20.3% | +28.6% | +9.9% |
| YTD | +20.6% | -37.1% | +57.8% | +24.5% |
| 1Y | +6.5% | -30.2% | +36.7% | +8.5% |
| 3Y | +53.7% | +48.1% | +5.6% | +43.2% |
| 5Y | +72.7% | -46.8% | +119.5% | +72.7% |
| 10Y | +363.2% | +191.3% | +171.8% | +308.1% |
| All | +7,644.9% | +1,209.2% | +6,435.7% | +5,920.0% |
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