+83.4%
WAT vs PEGA
+46.3%
+37.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +5.4% | -4.1% | +9.6% | +5.8% |
| 3M | +11.3% | -2.8% | +14.1% | +11.3% |
| 6M | +37.4% | -0.4% | +37.9% | +36.3% |
| YTD | +21.2% | -45.4% | +66.6% | +30.5% |
| 1Y | +21.3% | -42.6% | +64.0% | +29.5% |
| 3Y | +83.4% | +45.4% | +38.0% | +67.8% |
| All | +83.4% | +46.3% | +37.1% | +67.8% |
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