-36.3%
DXCM vs PEGA
-46.5%
+10.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.8% |
| 7D | -3.2% | +3.3% | -6.5% | -4.1% |
| 30D | +6.3% | +17.7% | -11.4% | +1.5% |
| 3M | +21.1% | +5.8% | +15.3% | +18.4% |
| 6M | +20.6% | -20.3% | +40.8% | +26.3% |
| YTD | +32.4% | -37.1% | +69.6% | +46.4% |
| 1Y | +8.8% | -30.2% | +39.0% | +16.0% |
| 3Y | -13.7% | +48.1% | -61.8% | -30.8% |
| All | -36.3% | -46.5% | +10.2% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling