+28.7%
SW vs PEGA
-46.9%
+75.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | +2.2% | -8.2% | +10.4% | +2.4% |
| 30D | +7.4% | -11.6% | +19.0% | +7.7% |
| 3M | -5.9% | -4.2% | -1.8% | -5.8% |
| 6M | +9.0% | -12.0% | +20.9% | +8.5% |
| YTD | +18.1% | -46.9% | +65.0% | +15.9% |
| 1Y | +28.7% | -47.0% | +75.6% | +26.4% |
| All | +28.7% | -46.9% | +75.6% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling