-22.2%
PEGA vs WTW
+8.1%
-30.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.8% | -1.4% | -2.9% |
| 7D | -2.4% | -2.7% | +0.3% | -1.1% |
| 30D | +9.6% | -5.6% | +15.3% | +12.4% |
| 3M | +2.3% | +26.5% | -24.2% | -8.1% |
| All | -22.2% | +8.1% | -30.3% | -29.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling