+112.2%
DT vs PEGA
-5.7%
+117.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.6% |
| 7D | -0.5% | -6.1% | +5.6% | +2.3% |
| 30D | +0.1% | +6.4% | -6.3% | -2.9% |
| 3M | +24.1% | +2.9% | +21.2% | +20.9% |
| 6M | +30.1% | -23.8% | +53.9% | +44.6% |
| YTD | +16.8% | -41.1% | +57.8% | +43.9% |
| 1Y | -0.1% | -38.2% | +38.1% | +18.9% |
| 3Y | +6.8% | +49.8% | -43.0% | -28.8% |
| 5Y | -28.4% | -48.0% | +19.6% | -7.4% |
| All | +112.2% | -5.7% | +117.8% | +61.3% |
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