-28.1%
DT vs PEGA
-47.9%
+19.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.1% | -1.6% |
| 7D | -4.9% | -2.4% | -2.5% | -4.0% |
| 30D | +2.7% | +9.6% | -6.9% | -0.8% |
| 3M | +20.0% | +2.3% | +17.6% | +17.8% |
| 6M | +28.0% | -23.9% | +51.9% | +39.4% |
| YTD | +16.0% | -39.8% | +55.8% | +36.1% |
| 1Y | +0.7% | -37.4% | +38.1% | +15.5% |
| 3Y | +6.2% | +53.1% | -47.0% | -21.5% |
| 5Y | -28.1% | -47.2% | +19.1% | -5.2% |
| All | -28.1% | -47.9% | +19.8% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling