+126.9%
GWRE vs PEGA
+184.6%
-57.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | 0.0% |
| 7D | -13.2% | -3.0% | -10.2% | -12.1% |
| 30D | -18.6% | +15.9% | -34.5% | -23.1% |
| 3M | +18.9% | +10.8% | +8.1% | +14.2% |
| 6M | -11.0% | -16.5% | +5.6% | -4.2% |
| YTD | -29.9% | -39.0% | +9.1% | -15.9% |
| 1Y | -44.3% | -37.3% | -7.1% | -34.6% |
| 3Y | +51.7% | +59.2% | -7.5% | +11.6% |
| 5Y | +15.4% | -44.9% | +60.3% | +28.9% |
| All | +126.9% | +184.6% | -57.8% | +36.5% |
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 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