+225.2%
GWW vs PEGA
-47.1%
+272.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -2.3% |
| 7D | -1.5% | -2.4% | +0.9% | -1.3% |
| 30D | +1.1% | +9.6% | -8.5% | +0.2% |
| 3M | -1.0% | +2.3% | -3.3% | -1.5% |
| 6M | +16.3% | -23.9% | +40.2% | +18.8% |
| YTD | +28.5% | -39.8% | +68.3% | +34.4% |
| 1Y | +30.3% | -37.4% | +67.7% | +35.2% |
| 3Y | +91.6% | +53.1% | +38.5% | +70.8% |
| All | +225.2% | -47.1% | +272.3% | +237.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling