+73.4%
DVA vs PEGA
-46.1%
+119.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | -4.8% | -8.6% | +3.9% | -4.2% |
| 30D | +0.9% | -10.1% | +11.0% | +1.6% |
| 3M | +2.9% | -4.7% | +7.6% | +3.1% |
| 6M | -7.8% | -8.0% | +0.2% | -7.6% |
| YTD | +61.5% | -47.1% | +108.7% | +68.6% |
| 1Y | +50.1% | -47.5% | +97.5% | +56.6% |
| 3Y | +121.1% | +40.2% | +80.9% | +100.2% |
| All | +73.4% | -46.1% | +119.5% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling