+180.6%
DVA vs PEGA
+184.6%
-4.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.1% |
| 7D | -1.3% | -3.0% | +1.7% | -1.0% |
| 30D | 0.0% | +15.9% | -15.9% | -1.9% |
| 3M | -10.9% | +10.8% | -21.8% | -12.5% |
| 6M | +17.3% | -16.5% | +33.8% | +18.9% |
| YTD | +59.8% | -39.0% | +98.8% | +68.3% |
| 1Y | +36.3% | -37.3% | +73.5% | +42.3% |
| 3Y | +88.6% | +59.2% | +29.4% | +60.2% |
| 5Y | +47.5% | -44.9% | +92.4% | +51.3% |
| All | +180.6% | +184.6% | -4.1% | +90.4% |
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 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