+36.3%
DVA vs PEGA
-36.0%
+72.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | +0.3% |
| 7D | -1.3% | -3.0% | +1.7% | -1.6% |
| 30D | 0.0% | +15.9% | -15.9% | +1.7% |
| 3M | -10.9% | +10.8% | -21.8% | -10.0% |
| 6M | +17.3% | -16.5% | +33.8% | +13.8% |
| YTD | +59.8% | -39.0% | +98.8% | +58.4% |
| 1Y | +36.3% | -37.3% | +73.5% | +32.9% |
| All | +36.3% | -36.0% | +72.3% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling