-8.9%
SHW vs PEGA
-37.5%
+28.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -2.2% |
| 7D | -1.2% | -2.4% | +1.2% | -1.1% |
| 30D | -11.6% | +9.6% | -21.2% | -11.8% |
| 3M | +9.1% | +2.3% | +6.8% | +8.2% |
| 6M | -0.7% | -23.9% | +23.2% | -2.1% |
| YTD | +1.4% | -39.8% | +41.1% | -0.5% |
| All | -8.9% | -37.5% | +28.6% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling