+124.9%
WBD vs PEGA
-37.1%
+162.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -0.9% | +0.8% |
| 7D | -0.6% | -5.3% | +4.7% | +0.1% |
| 30D | +4.2% | +8.3% | -4.1% | +3.0% |
| 3M | +7.5% | +8.9% | -1.4% | +6.2% |
| 6M | +1.6% | -19.7% | +21.3% | +6.0% |
| YTD | -2.2% | -39.9% | +37.7% | +13.1% |
| 1Y | +124.9% | -36.4% | +161.3% | +150.5% |
| All | +124.9% | -37.1% | +162.0% | +150.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling