+6,294.4%
WAT vs PEGA
+1,035.4%
+5,259.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.4% |
| 7D | -1.1% | -4.5% | +3.4% | -0.6% |
| 30D | +5.0% | -5.7% | +10.6% | +5.5% |
| 3M | +14.5% | +2.6% | +11.9% | +13.9% |
| 6M | +30.9% | -10.6% | +41.5% | +31.6% |
| YTD | +20.5% | -45.5% | +66.0% | +26.7% |
| 1Y | +23.3% | -44.8% | +68.1% | +29.4% |
| 3Y | +81.5% | +45.5% | +35.9% | +68.7% |
| 5Y | +33.4% | -45.3% | +78.7% | +33.6% |
| 10Y | +231.5% | +102.4% | +129.1% | +192.0% |
| All | +6,294.4% | +1,035.4% | +5,259.0% | +3,643.2% |
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