+35.0%
ITW vs PEGA
-48.2%
+83.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -1.5% |
| 7D | -1.9% | -6.1% | +4.2% | -1.3% |
| 30D | -10.4% | +6.4% | -16.8% | -11.0% |
| 3M | +3.5% | +2.9% | +0.6% | +2.8% |
| 6M | -3.4% | -23.8% | +20.5% | -1.3% |
| YTD | +8.5% | -41.1% | +49.6% | +13.7% |
| 1Y | +3.2% | -38.2% | +41.5% | +7.2% |
| 3Y | +18.9% | +49.8% | -31.0% | +5.7% |
| 5Y | +35.0% | -48.0% | +83.0% | +35.0% |
| All | +35.0% | -48.2% | +83.2% | +35.0% |
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