+84.4%
DT vs PEGA
-16.1%
+100.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +3.0% |
| 7D | -20.2% | -10.0% | -10.3% | -16.4% |
| 30D | -30.8% | -12.7% | -18.1% | -26.7% |
| 3M | -10.2% | -4.6% | -5.6% | -9.0% |
| 6M | +8.0% | -13.1% | +21.1% | +13.1% |
| YTD | +1.5% | -47.6% | +49.0% | +31.1% |
| 1Y | -6.9% | -47.0% | +40.1% | +19.3% |
| 3Y | -10.9% | +42.0% | -52.9% | -39.8% |
| 5Y | -42.2% | -47.8% | +5.7% | -28.4% |
| All | +84.4% | -16.1% | +100.5% | +47.0% |
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