+4.2%
WBD vs PEGA
-47.9%
+52.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.7% |
| 7D | -0.7% | -2.4% | +1.7% | -0.1% |
| 30D | +5.0% | +9.6% | -4.6% | +2.1% |
| 3M | +6.2% | +2.3% | +3.9% | +4.3% |
| 6M | +0.6% | -23.9% | +24.5% | +6.7% |
| YTD | -2.4% | -39.8% | +37.3% | +9.8% |
| 1Y | +127.7% | -37.4% | +165.1% | +152.1% |
| 3Y | +148.4% | +53.1% | +95.3% | +98.7% |
| 5Y | +4.2% | -47.2% | +51.5% | +2.2% |
| All | +4.2% | -47.9% | +52.2% | +2.2% |
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 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