+58.6%
DTE vs PEGA
+46.3%
+12.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.4% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | +8.9% | -4.1% | +13.0% | +8.9% |
| 3M | +1.1% | -2.8% | +3.9% | +1.1% |
| 6M | +0.1% | -0.4% | +0.5% | 0.0% |
| YTD | +11.1% | -45.4% | +56.4% | +12.1% |
| 1Y | +4.9% | -42.6% | +47.6% | +5.8% |
| 3Y | +58.6% | +45.4% | +13.2% | +46.5% |
| All | +58.6% | +46.3% | +12.2% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling