+185.4%
SW vs PEGA
+108.7%
+76.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.2% |
| 7D | +4.7% | -1.6% | +6.2% | +4.8% |
| 30D | +5.0% | -3.0% | +8.0% | +5.3% |
| 3M | -7.3% | +5.8% | -13.1% | -8.1% |
| 6M | +15.0% | -8.8% | +23.8% | +15.4% |
| YTD | +18.5% | -43.5% | +62.0% | +25.0% |
| 1Y | +27.1% | -43.4% | +70.5% | +34.0% |
| 3Y | +49.3% | +48.6% | +0.7% | +35.0% |
| 5Y | -1.6% | -43.3% | +41.7% | -2.3% |
| All | +185.4% | +108.7% | +76.7% | +143.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling