+1,081.8%
DUK vs PEGA
+1,037.5%
+44.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.3% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +8.9% | -4.1% | +13.0% | +9.0% |
| 3M | +5.6% | -2.8% | +8.4% | +5.6% |
| 6M | +7.0% | -0.4% | +7.4% | +6.7% |
| YTD | +14.0% | -45.4% | +59.4% | +16.0% |
| 1Y | +9.1% | -42.6% | +51.7% | +10.7% |
| 3Y | +67.6% | +45.4% | +22.2% | +62.5% |
| 5Y | +56.6% | -44.6% | +101.2% | +55.8% |
| 10Y | +159.8% | +91.2% | +68.6% | +146.5% |
| All | +1,081.8% | +1,037.5% | +44.4% | +938.4% |
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