+730.8%
GWRE vs PEGA
+419.0%
+311.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.2% | -2.8% | -4.2% |
| 7D | -26.2% | -6.1% | -20.1% | -24.2% |
| 30D | -17.8% | +6.4% | -24.1% | -19.5% |
| 3M | +14.2% | +2.9% | +11.3% | +13.3% |
| 6M | -12.9% | -23.8% | +10.9% | -3.2% |
| YTD | -29.2% | -41.1% | +11.8% | -14.4% |
| 1Y | -44.4% | -38.2% | -6.2% | -34.6% |
| 3Y | +51.1% | +49.8% | +1.2% | +16.7% |
| 5Y | +16.5% | -48.0% | +64.5% | +28.3% |
| 10Y | +131.6% | +173.1% | -41.6% | +36.3% |
| All | +730.8% | +419.0% | +311.8% | +322.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling