+390.5%
DXCM vs PEGA
+95.3%
+295.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.8% |
| 7D | -3.7% | -8.2% | +4.5% | -0.9% |
| 30D | -5.0% | -11.6% | +6.6% | -1.1% |
| 3M | -8.8% | -4.2% | -4.7% | -8.2% |
| 6M | +31.9% | -12.0% | +43.8% | +35.7% |
| YTD | +20.4% | -46.9% | +67.3% | +43.9% |
| 1Y | +45.7% | -47.0% | +92.7% | +73.8% |
| 3Y | -15.0% | +40.9% | -55.9% | -36.1% |
| 5Y | -48.5% | -45.4% | -3.1% | -43.9% |
| All | +390.5% | +95.3% | +295.1% | +185.4% |
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