+90.1%
DVA vs PEGA
+49.1%
+41.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.7% |
| 7D | +2.0% | -6.1% | +8.2% | +2.1% |
| 30D | -0.4% | +6.4% | -6.8% | -0.4% |
| 3M | -7.7% | +2.9% | -10.6% | -7.8% |
| 6M | +20.0% | -23.8% | +43.8% | +20.2% |
| YTD | +61.1% | -41.1% | +102.1% | +64.1% |
| 1Y | +33.9% | -38.2% | +72.1% | +35.7% |
| All | +90.1% | +49.1% | +41.0% | +78.0% |
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