+51.6%
SW vs PEGA
+52.1%
-0.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.0% | +4.1% |
| 7D | +12.1% | -2.9% | +14.9% | +12.3% |
| 30D | +6.6% | -0.5% | +7.0% | +6.5% |
| 3M | -6.0% | +8.5% | -14.5% | -6.7% |
| 6M | +21.5% | -6.3% | +27.7% | +21.5% |
| YTD | +20.3% | -42.2% | +62.5% | +24.9% |
| 1Y | +28.1% | -43.4% | +71.6% | +33.2% |
| All | +51.6% | +52.1% | -0.5% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling