+536.4%
DVN vs PEGA
+1,209.2%
-672.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | +1.5% | +3.3% | -1.8% | +1.2% |
| 30D | +14.2% | +17.7% | -3.6% | +12.6% |
| 3M | +5.2% | +5.8% | -0.6% | +4.3% |
| 6M | +11.9% | -20.3% | +32.1% | +13.3% |
| YTD | +32.8% | -37.1% | +70.0% | +36.6% |
| 1Y | +38.6% | -30.2% | +68.8% | +40.9% |
| 3Y | +0.5% | +48.1% | -47.6% | -5.9% |
| 5Y | +111.0% | -46.8% | +157.8% | +110.7% |
| 10Y | +56.1% | +191.3% | -135.2% | +38.4% |
| All | +536.4% | +1,209.2% | -672.8% | +370.5% |
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