+9.0%
DVN vs PEGA
+52.0%
-43.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.2% | +2.0% |
| 7D | +2.5% | -5.3% | +7.8% | +2.8% |
| 30D | +10.2% | +8.3% | +1.9% | +9.6% |
| 3M | +8.1% | +8.9% | -0.8% | +7.4% |
| 6M | +15.9% | -19.7% | +35.6% | +17.5% |
| YTD | +38.2% | -39.9% | +78.1% | +44.0% |
| 1Y | +44.5% | -36.4% | +80.9% | +48.9% |
| All | +9.0% | +52.0% | -43.0% | -1.0% |
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