+67.3%
DVN vs PEGA
+184.6%
-117.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | +0.1% |
| 7D | +4.5% | -3.0% | +7.5% | +5.1% |
| 30D | +12.0% | +15.9% | -3.9% | +8.5% |
| 3M | +13.4% | +10.8% | +2.5% | +9.9% |
| 6M | +12.1% | -16.5% | +28.6% | +14.5% |
| YTD | +38.8% | -39.0% | +77.9% | +50.4% |
| 1Y | +46.0% | -37.3% | +83.3% | +56.1% |
| 3Y | +9.5% | +59.2% | -49.7% | -14.5% |
| 5Y | +125.3% | -44.9% | +170.1% | +143.3% |
| All | +67.3% | +184.6% | -117.4% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling