+51.7%
GWRE vs PEGA
+54.2%
-2.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.1% |
| 7D | -13.2% | -3.0% | -10.2% | -12.2% |
| 30D | -18.6% | +15.9% | -34.5% | -22.4% |
| 3M | +18.9% | +10.8% | +8.1% | +14.8% |
| 6M | -11.0% | -16.5% | +5.6% | -6.8% |
| YTD | -29.9% | -39.0% | +9.1% | -21.3% |
| 1Y | -44.3% | -37.3% | -7.1% | -38.2% |
| 3Y | +51.7% | +59.2% | -7.5% | +33.8% |
| All | +51.7% | +54.2% | -2.6% | +33.8% |
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 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