+33.2%
WAT vs PEGA
-44.5%
+77.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.9% |
| 3M | +11.3% | -2.8% | +14.1% | +11.3% |
| 6M | +37.4% | -0.4% | +37.9% | +35.9% |
| YTD | +21.2% | -45.4% | +66.6% | +31.7% |
| 1Y | +21.3% | -42.6% | +64.0% | +30.5% |
| 3Y | +83.4% | +45.4% | +38.0% | +59.1% |
| All | +33.2% | -44.5% | +77.7% | +36.3% |
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