+29.0%
GWW vs PEGA
-37.1%
+66.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.5% | -0.5% |
| 7D | -3.1% | -5.3% | +2.2% | -3.3% |
| 30D | -2.3% | +8.3% | -10.6% | -2.0% |
| 3M | -3.3% | +8.9% | -12.2% | -2.9% |
| 6M | +15.4% | -19.7% | +35.1% | +14.3% |
| YTD | +26.7% | -39.9% | +66.7% | +29.3% |
| 1Y | +29.0% | -36.4% | +65.4% | +30.3% |
| All | +29.0% | -37.1% | +66.1% | +30.3% |
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 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