+3.2%
ITW vs PEGA
-36.0%
+39.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +1.2% |
| 7D | -0.7% | -3.0% | +2.3% | -0.8% |
| 30D | -8.3% | +15.9% | -24.2% | -7.9% |
| 3M | +6.0% | +10.8% | -4.8% | +6.3% |
| 6M | 0.0% | -16.5% | +16.5% | -1.1% |
| YTD | +10.2% | -39.0% | +49.3% | +8.2% |
| 1Y | +3.2% | -37.3% | +40.5% | +0.6% |
| All | +3.2% | -36.0% | +39.3% | +0.6% |
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