+188.3%
ITW vs PEGA
+184.6%
+3.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +0.9% |
| 7D | -0.7% | -3.0% | +2.3% | -0.2% |
| 30D | -8.3% | +15.9% | -24.2% | -10.7% |
| 3M | +6.0% | +10.8% | -4.8% | +3.5% |
| 6M | 0.0% | -16.5% | +16.5% | +1.9% |
| YTD | +10.2% | -39.0% | +49.3% | +18.0% |
| 1Y | +3.2% | -37.3% | +40.5% | +9.2% |
| 3Y | +21.0% | +59.2% | -38.2% | -1.0% |
| 5Y | +37.9% | -44.9% | +82.8% | +43.3% |
| All | +188.3% | +184.6% | +3.6% | +92.5% |
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