+161.8%
WAT vs PEGA
+180.6%
-18.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.2% |
| 7D | -2.9% | -5.3% | +2.4% | -1.8% |
| 30D | -3.2% | +8.3% | -11.5% | -5.0% |
| 3M | +10.6% | +8.9% | +1.7% | +7.6% |
| 6M | +34.0% | -19.7% | +53.8% | +38.7% |
| YTD | +5.7% | -39.9% | +45.6% | +15.6% |
| 1Y | +37.1% | -36.4% | +73.5% | +46.9% |
| 3Y | +52.4% | +52.8% | -0.4% | +25.3% |
| 5Y | -4.4% | -45.7% | +41.3% | -0.3% |
| All | +161.8% | +180.6% | -18.8% | +82.2% |
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