+35.5%
ITW vs PEGA
-44.5%
+79.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +6.7% | -4.1% | +10.8% | +7.1% |
| 3M | -0.5% | -2.8% | +2.3% | -0.5% |
| 6M | +16.4% | -0.4% | +16.8% | +15.7% |
| YTD | +19.0% | -45.4% | +64.3% | +25.4% |
| 1Y | +20.2% | -42.6% | +62.8% | +25.8% |
| 3Y | +33.1% | +45.4% | -12.3% | +18.3% |
| All | +35.5% | -44.5% | +79.9% | +30.8% |
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 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