+289.9%
WAB vs PEGA
+170.9%
+119.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.0% |
| 7D | +0.2% | -6.1% | +6.4% | +1.4% |
| 30D | -4.6% | +6.4% | -10.9% | -5.8% |
| 3M | +5.6% | +2.9% | +2.7% | +3.9% |
| 6M | +13.8% | -23.8% | +37.6% | +18.2% |
| YTD | +31.9% | -41.1% | +72.9% | +43.1% |
| 1Y | +48.3% | -38.2% | +86.5% | +58.2% |
| 3Y | +167.1% | +49.8% | +117.3% | +118.6% |
| 5Y | +222.9% | -48.0% | +270.9% | +245.1% |
| 10Y | +289.9% | +173.1% | +116.8% | +147.7% |
| All | +289.9% | +170.9% | +119.0% | +147.7% |
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