-23.4%
GWRE vs PEGA
-44.4%
+21.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +2.2% | -2.9% | +5.1% | +4.3% |
| 30D | +4.5% | -0.5% | +5.0% | +5.2% |
| 3M | +6.4% | +8.5% | -2.1% | +1.9% |
| 6M | +18.8% | -6.3% | +25.1% | +22.9% |
| YTD | -15.1% | -42.2% | +27.1% | +7.1% |
| 1Y | -23.4% | -43.4% | +20.0% | -0.6% |
| All | -23.4% | -44.4% | +21.0% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling