+56.9%
PEGA vs WTW
+61.8%
-4.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.4% | +1.7% |
| 7D | -5.3% | -7.8% | +2.5% | -2.1% |
| 30D | +8.3% | -7.9% | +16.2% | +11.9% |
| 3M | +8.9% | +19.9% | -11.0% | +1.1% |
| 6M | -19.7% | +9.8% | -29.5% | -23.6% |
| YTD | -39.9% | -3.3% | -36.6% | -40.6% |
| 1Y | -36.4% | -3.3% | -33.1% | -37.2% |
| All | +56.9% | +61.8% | -4.9% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling