+5,620.6%
WAT vs PEGA
+1,209.2%
+4,411.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.9% |
| 7D | -1.3% | +3.3% | -4.6% | -1.6% |
| 30D | +2.3% | +17.7% | -15.4% | +0.5% |
| 3M | +8.7% | +5.8% | +2.9% | +7.6% |
| 6M | +28.3% | -20.3% | +48.6% | +30.6% |
| YTD | +7.8% | -37.1% | +44.9% | +11.9% |
| 1Y | +36.6% | -30.2% | +66.8% | +39.9% |
| 3Y | +45.7% | +48.1% | -2.4% | +35.4% |
| 5Y | -3.3% | -46.8% | +43.5% | -2.8% |
| 10Y | +162.1% | +191.3% | -29.2% | +123.5% |
| All | +5,620.6% | +1,209.2% | +4,411.4% | +3,205.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling