-44.5%
PEGA vs WTW
+42.0%
-86.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.9% |
| YTD | -39.0% | -3.3% | -35.7% | -39.3% |
| 1Y | -37.3% | -6.1% | -31.1% | -36.4% |
| 3Y | +59.2% | +61.8% | -2.7% | +3.2% |
| All | -44.5% | +42.0% | -86.5% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling