-5.9%
PEGA vs WETO
-99.4%
+93.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.1% | -5.1% | +2.0% |
| 7D | -5.3% | -19.9% | +14.6% | -5.3% |
| 30D | +8.3% | -42.7% | +51.0% | +7.2% |
| 3M | +8.9% | -97.7% | +106.6% | +13.2% |
| 6M | -19.7% | -94.4% | +74.7% | -17.0% |
| YTD | -39.9% | -97.0% | +57.1% | -37.9% |
| 1Y | -36.4% | -98.9% | +62.5% | -34.3% |
| All | -5.9% | -99.4% | +93.5% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling