+8,048.9%
DRI vs PEGA
+1,035.4%
+7,013.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.7% |
| 7D | +2.8% | -4.5% | +7.3% | +3.2% |
| 30D | +13.3% | -5.7% | +18.9% | +13.8% |
| 3M | +8.2% | +2.6% | +5.6% | +7.7% |
| 6M | +17.5% | -10.6% | +28.1% | +18.1% |
| YTD | +26.9% | -45.5% | +72.4% | +32.6% |
| 1Y | +31.6% | -44.8% | +76.3% | +37.2% |
| 3Y | +67.0% | +45.5% | +21.4% | +55.7% |
| 5Y | +72.9% | -45.3% | +118.2% | +72.6% |
| 10Y | +371.3% | +102.4% | +269.0% | +327.0% |
| All | +8,048.9% | +1,035.4% | +7,013.5% | +6,312.6% |
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