+134.2%
DTE vs PEGA
+184.6%
-50.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.4% |
| 7D | -2.6% | -3.0% | +0.4% | -2.3% |
| 30D | -4.4% | +15.9% | -20.3% | -5.7% |
| 3M | -8.3% | +10.8% | -19.2% | -9.6% |
| 6M | -8.1% | -16.5% | +8.4% | -7.1% |
| YTD | +4.4% | -39.0% | +43.4% | +8.6% |
| 1Y | +0.2% | -37.3% | +37.4% | +3.5% |
| 3Y | +42.6% | +59.2% | -16.6% | +26.2% |
| 5Y | +31.5% | -44.9% | +76.3% | +36.5% |
| All | +134.2% | +184.6% | -50.4% | +87.0% |
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 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