+3,177.1%
ITW vs PEGA
+1,037.5%
+2,139.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.0% |
| 3M | -0.5% | -2.8% | +2.3% | -0.5% |
| 6M | +16.4% | -0.4% | +16.8% | +15.8% |
| YTD | +19.0% | -45.4% | +64.3% | +24.2% |
| 1Y | +20.2% | -42.6% | +62.8% | +24.8% |
| 3Y | +33.1% | +45.4% | -12.3% | +23.8% |
| 5Y | +35.7% | -44.6% | +80.3% | +34.9% |
| 10Y | +194.0% | +91.2% | +102.8% | +161.1% |
| All | +3,177.1% | +1,037.5% | +2,139.6% | +2,075.0% |
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 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