+284.1%
SHW vs PEGA
+170.9%
+113.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.2% |
| 7D | -3.2% | -6.1% | +2.9% | -1.9% |
| 30D | -11.4% | +6.4% | -17.8% | -12.7% |
| 3M | +3.5% | +2.9% | +0.6% | +2.1% |
| 6M | -3.4% | -23.8% | +20.5% | +1.0% |
| YTD | -0.3% | -41.1% | +40.7% | +9.0% |
| 1Y | -10.4% | -38.2% | +27.8% | -3.8% |
| 3Y | +21.3% | +49.8% | -28.5% | -2.4% |
| 5Y | +12.9% | -48.0% | +60.9% | +18.6% |
| 10Y | +284.1% | +173.1% | +110.9% | +150.4% |
| All | +284.1% | +170.9% | +113.2% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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