+32.9%
DTE vs PEGA
-48.2%
+81.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | 0.0% | -6.1% | +6.1% | +0.1% |
| 30D | -0.5% | +6.4% | -6.9% | -0.7% |
| 3M | -6.0% | +2.9% | -8.9% | -6.2% |
| 6M | -7.2% | -23.8% | +16.6% | -6.6% |
| YTD | +7.2% | -41.1% | +48.2% | +8.7% |
| 1Y | +4.1% | -38.2% | +42.3% | +5.3% |
| 3Y | +46.9% | +49.8% | -3.0% | +40.5% |
| 5Y | +32.9% | -48.0% | +80.9% | +24.9% |
| All | +32.9% | -48.2% | +81.1% | +24.9% |
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