+2,491.4%
DVA vs PEGA
+1,209.2%
+1,282.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.4% |
| 7D | +1.8% | +3.3% | -1.5% | +1.6% |
| 30D | -2.5% | +17.7% | -20.2% | -3.7% |
| 3M | -4.3% | +5.8% | -10.1% | -4.9% |
| 6M | +18.9% | -20.3% | +39.1% | +20.2% |
| YTD | +61.9% | -37.1% | +99.1% | +66.0% |
| 1Y | +35.7% | -30.2% | +65.9% | +37.7% |
| 3Y | +78.6% | +48.1% | +30.5% | +67.8% |
| 5Y | +39.2% | -46.8% | +86.0% | +38.7% |
| 10Y | +184.0% | +191.3% | -7.3% | +148.6% |
| All | +2,491.4% | +1,209.2% | +1,282.2% | +1,671.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling