-12.9%
GWRE vs PEGA
-24.6%
+11.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.2% | -2.8% | -3.1% |
| 7D | -26.2% | -6.1% | -20.1% | -21.7% |
| 30D | -17.8% | +6.4% | -24.1% | -21.7% |
| 3M | +14.2% | +2.9% | +11.3% | +10.8% |
| 6M | -12.9% | -23.8% | +10.9% | +2.0% |
| All | -12.9% | -24.6% | +11.7% | +2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling