+45.6%
DUK vs PEGA
+52.0%
-6.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.8% | -0.9% |
| 7D | -1.7% | -5.3% | +3.6% | -1.7% |
| 30D | -2.2% | +8.3% | -10.5% | -2.2% |
| 3M | -3.7% | +8.9% | -12.6% | -3.6% |
| 6M | -6.3% | -19.7% | +13.4% | -6.4% |
| YTD | +4.5% | -39.9% | +44.4% | +4.4% |
| 1Y | +1.8% | -36.4% | +38.2% | +1.7% |
| All | +45.6% | +52.0% | -6.4% | +35.5% |
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