+4,725.2%
PEGA vs WTW
+1,139.1%
+3,586.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.8% | -1.4% | -3.1% |
| 7D | -2.4% | -2.7% | +0.3% | -1.3% |
| 30D | +9.6% | -5.6% | +15.3% | +12.1% |
| 3M | +2.3% | +26.5% | -24.2% | -6.8% |
| 6M | -23.9% | +8.1% | -32.0% | -26.6% |
| YTD | -39.8% | -0.3% | -39.5% | -40.4% |
| 1Y | -37.4% | -0.9% | -36.6% | -38.0% |
| 3Y | +53.1% | +66.6% | -13.5% | +22.5% |
| 5Y | -47.2% | +54.0% | -101.2% | -56.3% |
| 10Y | +174.3% | +198.1% | -23.8% | +81.7% |
| All | +4,725.2% | +1,139.1% | +3,586.1% | +3,480.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling