+15.0%
SHW vs PEGA
-47.9%
+63.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.7% |
| 7D | -1.2% | -2.4% | +1.2% | -0.8% |
| 30D | -11.6% | +9.6% | -21.2% | -12.8% |
| 3M | +9.1% | +2.3% | +6.8% | +8.2% |
| 6M | -0.7% | -23.9% | +23.2% | +2.3% |
| YTD | +1.4% | -39.8% | +41.1% | +7.5% |
| 1Y | -12.3% | -37.4% | +25.1% | -8.0% |
| 3Y | +23.4% | +53.1% | -29.8% | +5.6% |
| 5Y | +15.0% | -47.2% | +62.2% | +12.4% |
| All | +15.0% | -47.9% | +63.0% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling