-23.8%
PEGA vs WETO
-94.7%
+70.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.1% | +3.0% | -2.2% |
| 7D | -6.1% | -38.7% | +32.5% | -6.2% |
| 30D | +6.4% | -51.3% | +57.7% | +5.2% |
| 3M | +2.9% | -97.8% | +100.7% | +10.4% |
| 6M | -23.8% | -94.8% | +70.9% | -19.2% |
| All | -23.8% | -94.7% | +70.9% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 6mo: compounded portfolio wealth divided by compounded WETO 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…
6mo analysis · Full analysis span regression · 6 months rolling