+669.9%
GWW vs PEGA
+97.3%
+572.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.1% |
| 7D | +3.6% | +0.1% | +3.5% | +3.5% |
| 30D | +12.1% | -4.1% | +16.3% | +12.7% |
| 3M | +12.9% | -2.8% | +15.7% | +13.0% |
| 6M | +19.3% | -0.4% | +19.8% | +18.1% |
| YTD | +48.7% | -45.4% | +94.1% | +61.1% |
| 1Y | +60.5% | -42.6% | +103.1% | +72.1% |
| 3Y | +93.3% | +45.4% | +47.9% | +61.7% |
| 5Y | +219.0% | -44.6% | +263.6% | +227.9% |
| All | +669.9% | +97.3% | +572.6% | +506.3% |
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