+7,009.5%
SHW vs PEGA
+1,209.2%
+5,800.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -3.2% | +3.3% | -6.5% | -3.5% |
| 30D | -9.5% | +17.7% | -27.3% | -10.9% |
| 3M | +11.5% | +5.8% | +5.7% | +10.5% |
| 6M | -3.5% | -20.3% | +16.7% | -2.1% |
| YTD | +3.7% | -37.1% | +40.9% | +7.1% |
| 1Y | -7.9% | -30.2% | +22.3% | -6.1% |
| 3Y | +24.7% | +48.1% | -23.4% | +16.5% |
| 5Y | +13.6% | -46.8% | +60.4% | +13.6% |
| 10Y | +283.0% | +191.3% | +91.6% | +234.9% |
| All | +7,009.5% | +1,209.2% | +5,800.3% | +4,730.4% |
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 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