+2,484.5%
DVA vs PEGA
+1,001.0%
+1,483.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | -4.8% | -8.6% | +3.9% | -4.1% |
| 30D | +0.9% | -10.1% | +11.0% | +1.7% |
| 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% | +67.5% |
| 1Y | +50.1% | -47.5% | +97.5% | +55.7% |
| 3Y | +121.1% | +40.2% | +80.9% | +108.4% |
| 5Y | +72.9% | -45.7% | +118.7% | +71.9% |
| 10Y | +208.2% | +85.1% | +123.2% | +178.3% |
| All | +2,484.5% | +1,001.0% | +1,483.5% | +1,688.1% |
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