+10.5%
WBD vs PEGA
-40.9%
+51.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +2.0% | +11.8% | +13.2% |
| 7D | +13.8% | +2.0% | +11.8% | +13.2% |
| 30D | +13.8% | +2.0% | +11.8% | +13.2% |
| 3M | +13.8% | +2.0% | +11.8% | +13.2% |
| 6M | +13.3% | -18.6% | +31.9% | +19.7% |
| YTD | +7.4% | -41.9% | +49.2% | +23.9% |
| 1Y | +63.0% | -37.4% | +100.4% | +82.6% |
| 3Y | +206.7% | +61.3% | +145.4% | +144.7% |
| All | +10.5% | -40.9% | +51.4% | +1.0% |
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