+6,096.4%
GWW vs PEGA
+1,209.2%
+4,887.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.0% |
| 7D | +1.4% | +3.3% | -1.9% | +1.1% |
| 30D | +3.3% | +17.7% | -14.5% | +1.8% |
| 3M | +2.9% | +5.8% | -2.9% | +2.1% |
| 6M | +15.8% | -20.3% | +36.0% | +17.3% |
| YTD | +32.0% | -37.1% | +69.2% | +35.9% |
| 1Y | +29.9% | -30.2% | +60.1% | +32.2% |
| 3Y | +91.1% | +48.1% | +43.0% | +78.5% |
| 5Y | +223.9% | -46.8% | +270.7% | +223.5% |
| 10Y | +567.0% | +191.3% | +375.7% | +478.6% |
| All | +6,096.4% | +1,209.2% | +4,887.2% | +4,173.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling