+195.8%
PDD vs PEGA
+15.8%
+180.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.5% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -3.0% | -4.1% | +1.1% | -1.9% |
| 3M | -6.2% | -2.8% | -3.3% | -6.0% |
| 6M | -20.7% | -0.4% | -20.3% | -22.1% |
| YTD | -30.4% | -45.4% | +15.0% | -18.0% |
| 1Y | -41.3% | -42.6% | +1.3% | -32.2% |
| 3Y | -27.7% | +45.4% | -73.1% | -50.6% |
| 5Y | -16.9% | -44.6% | +27.7% | -10.4% |
| All | +195.8% | +15.8% | +180.0% | +74.8% |
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