+19.6%
SW vs PEGA
+49.4%
-29.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.3% |
| 7D | -5.1% | +3.3% | -8.4% | -5.4% |
| 30D | -4.6% | +17.7% | -22.3% | -6.0% |
| 3M | +9.4% | +5.8% | +3.6% | +8.5% |
| 6M | +3.5% | -20.3% | +23.8% | +5.1% |
| YTD | +22.0% | -37.1% | +59.2% | +26.7% |
| 1Y | +2.2% | -30.2% | +32.4% | +4.8% |
| All | +19.6% | +49.4% | -29.8% | +26.0% |
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