-0.1%
DT vs PEGA
-38.8%
+38.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.4% |
| 7D | -0.5% | -6.1% | +5.6% | +1.9% |
| 30D | +0.1% | +6.4% | -6.3% | -2.5% |
| 3M | +24.1% | +2.9% | +21.2% | +21.2% |
| 6M | +30.1% | -23.8% | +53.9% | +39.5% |
| YTD | +16.8% | -41.1% | +57.8% | +31.2% |
| 1Y | -0.1% | -38.2% | +38.1% | +11.5% |
| All | -0.1% | -38.8% | +38.7% | +11.5% |
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