+41.1%
SHW vs PEGA
+43.6%
-2.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.1% |
| 7D | +3.5% | -4.5% | +8.0% | +3.9% |
| 30D | +9.2% | -5.7% | +14.9% | +9.8% |
| 3M | -5.1% | +2.7% | -7.8% | -5.4% |
| 6M | +6.8% | -10.5% | +17.4% | +7.3% |
| YTD | +7.0% | -45.4% | +52.4% | +12.0% |
| 1Y | +4.1% | -44.7% | +48.8% | +8.8% |
| 3Y | +41.1% | +45.7% | -4.6% | +25.2% |
| All | +41.1% | +43.6% | -2.5% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling