+226.2%
WAB vs PEGA
-45.7%
+271.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -3.2% | +3.3% | -6.5% | -3.5% |
| 30D | -4.4% | +17.7% | -22.2% | -6.1% |
| 3M | +7.9% | +5.8% | +2.1% | +6.9% |
| 6M | +8.7% | -20.3% | +29.0% | +11.2% |
| YTD | +33.0% | -37.1% | +70.1% | +39.8% |
| 1Y | +46.7% | -30.2% | +76.9% | +51.2% |
| 3Y | +153.0% | +48.1% | +104.9% | +126.5% |
| All | +226.2% | -45.7% | +271.9% | +239.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling