+557.4%
GWW vs PEGA
+180.6%
+376.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.5% | -0.9% |
| 7D | -3.1% | -5.3% | +2.2% | -2.3% |
| 30D | -2.3% | +8.3% | -10.6% | -3.7% |
| 3M | -3.3% | +8.9% | -12.2% | -5.2% |
| 6M | +15.4% | -19.7% | +35.1% | +18.2% |
| YTD | +26.7% | -39.9% | +66.7% | +35.5% |
| 1Y | +29.0% | -36.4% | +65.4% | +35.8% |
| 3Y | +89.0% | +52.8% | +36.2% | +58.2% |
| 5Y | +221.8% | -45.7% | +267.4% | +236.1% |
| All | +557.4% | +180.6% | +376.8% | +378.4% |
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