+2,959.0%
ITW vs PEGA
+1,209.2%
+1,749.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -3.6% | +3.3% | -6.9% | -3.9% |
| 30D | -9.1% | +17.7% | -26.9% | -10.6% |
| 3M | +8.2% | +5.8% | +2.4% | +7.3% |
| 6M | -4.8% | -20.3% | +15.5% | -3.4% |
| YTD | +11.0% | -37.1% | +48.2% | +14.6% |
| 1Y | +4.2% | -30.2% | +34.4% | +6.2% |
| 3Y | +17.3% | +48.1% | -30.8% | +9.0% |
| 5Y | +33.0% | -46.8% | +79.8% | +32.8% |
| 10Y | +182.3% | +191.3% | -9.0% | +142.2% |
| All | +2,959.0% | +1,209.2% | +1,749.7% | +1,906.9% |
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