+147.8%
SW vs PEGA
+191.4%
-43.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.4% |
| 7D | -5.1% | +3.3% | -8.4% | -5.4% |
| 30D | -4.6% | +17.7% | -22.3% | -6.4% |
| 3M | +9.4% | +5.8% | +3.6% | +8.2% |
| 6M | +3.5% | -20.3% | +23.8% | +5.5% |
| YTD | +22.0% | -37.1% | +59.2% | +27.3% |
| 1Y | +2.2% | -30.2% | +32.4% | +5.0% |
| 3Y | +19.6% | +48.1% | -28.5% | +8.8% |
| 5Y | -2.3% | -46.8% | +44.5% | -2.0% |
| All | +147.8% | +191.4% | -43.6% | +100.5% |
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 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