+26.6%
WAT vs PEGA
-47.6%
+74.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.9% | +8.1% | +4.4% |
| 7D | +6.0% | -10.0% | +16.0% | +6.7% |
| 30D | +9.9% | -12.7% | +22.6% | +10.7% |
| 3M | +17.2% | -4.6% | +21.8% | +17.2% |
| 6M | +34.2% | -13.1% | +47.3% | +35.4% |
| YTD | +25.5% | -47.6% | +73.1% | +35.1% |
| All | +26.6% | -47.6% | +74.2% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling