+7,230.9%
SHW vs PEGA
+1,036.4%
+6,194.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.4% |
| YTD | +7.0% | -45.4% | +52.4% | +11.7% |
| 1Y | +4.1% | -44.7% | +48.8% | +8.6% |
| 3Y | +41.1% | +45.7% | -4.6% | +32.0% |
| 5Y | +12.9% | -45.3% | +58.1% | +12.7% |
| 10Y | +366.3% | +102.6% | +263.8% | +319.5% |
| All | +7,230.9% | +1,036.4% | +6,194.5% | +4,941.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling