+57.1%
GWW vs PEGA
-44.4%
+101.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +11.1% | -2.9% | +13.9% | +11.0% |
| 30D | +15.7% | -0.5% | +16.2% | +15.8% |
| 3M | +14.8% | +8.5% | +6.3% | +15.5% |
| 6M | +30.9% | -6.3% | +37.2% | +30.4% |
| YTD | +48.5% | -42.2% | +90.7% | +49.9% |
| 1Y | +57.1% | -43.4% | +100.5% | +60.7% |
| All | +57.1% | -44.4% | +101.5% | +60.7% |
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