+172.4%
PEGA vs WTW
+198.0%
-25.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | -3.0% | -5.7% | +2.7% | +0.4% |
| 30D | +15.9% | -7.3% | +23.1% | +20.9% |
| 3M | +10.8% | +21.5% | -10.6% | -1.2% |
| 6M | -16.5% | +9.6% | -26.1% | -21.8% |
| YTD | -39.0% | -3.3% | -35.7% | -39.2% |
| 1Y | -37.3% | -6.1% | -31.1% | -36.4% |
| 3Y | +59.2% | +61.8% | -2.7% | +11.7% |
| 5Y | -44.9% | +42.7% | -87.5% | -58.3% |
| All | +172.4% | +198.0% | -25.6% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling