+107.6%
DVA vs PEGA
+41.6%
+66.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | -4.8% | -8.6% | +3.9% | -4.7% |
| 30D | +0.9% | -10.1% | +11.0% | +1.0% |
| 3M | +2.9% | -4.7% | +7.6% | +3.0% |
| 6M | -7.8% | -8.0% | +0.2% | -7.8% |
| YTD | +61.5% | -47.1% | +108.7% | +64.5% |
| 1Y | +50.1% | -47.5% | +97.5% | +52.8% |
| All | +107.6% | +41.6% | +66.0% | +96.4% |
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 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