+81.5%
WAT vs PEGA
+43.4%
+38.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.4% |
| 7D | -1.1% | -4.5% | +3.4% | -0.5% |
| 30D | +5.0% | -5.7% | +10.6% | +5.6% |
| 3M | +14.5% | +2.6% | +11.9% | +13.6% |
| 6M | +30.9% | -10.6% | +41.5% | +31.9% |
| YTD | +20.5% | -45.5% | +66.0% | +30.0% |
| 1Y | +23.3% | -44.8% | +68.1% | +32.6% |
| 3Y | +81.5% | +45.5% | +35.9% | +60.4% |
| All | +81.5% | +43.4% | +38.1% | +60.4% |
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 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