-17.2%
DXCM vs PEGA
+44.6%
-61.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.9% |
| 7D | -3.6% | -4.6% | +0.9% | -2.7% |
| 30D | -4.3% | -6.8% | +2.5% | -3.0% |
| 3M | -10.4% | +2.6% | -12.9% | -11.1% |
| 6M | +33.1% | -5.4% | +38.5% | +33.6% |
| YTD | +22.6% | -46.0% | +68.7% | +35.2% |
| 1Y | +36.5% | -45.6% | +82.2% | +50.2% |
| All | -17.2% | +44.6% | -61.8% | -22.9% |
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