-4.2%
DT vs PEGA
-44.6%
+40.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.7% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | -29.5% | -4.1% | -25.4% | -28.5% |
| 3M | -11.7% | -2.8% | -8.9% | -11.2% |
| 6M | +29.0% | -0.4% | +29.4% | +26.9% |
| YTD | +3.4% | -45.4% | +48.8% | +26.6% |
| 1Y | -4.2% | -42.6% | +38.4% | +15.6% |
| All | -4.2% | -44.6% | +40.3% | +15.6% |
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 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