+336.3%
WBD vs PEGA
+2,505.7%
-2,169.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +2.0% | +11.8% | +13.3% |
| 7D | +13.8% | +2.0% | +11.8% | +13.3% |
| 30D | +13.8% | +2.0% | +11.8% | +13.3% |
| 3M | +13.8% | +2.0% | +11.8% | +13.3% |
| 6M | +13.3% | -18.6% | +31.9% | +19.0% |
| YTD | +7.4% | -41.9% | +49.2% | +21.7% |
| 1Y | +63.0% | -37.4% | +100.4% | +80.2% |
| 3Y | +206.7% | +61.3% | +145.4% | +154.6% |
| 5Y | +18.4% | -43.7% | +62.1% | +21.5% |
| 10Y | +11.8% | +139.7% | -127.9% | -24.4% |
| All | +336.3% | +2,505.7% | -2,169.5% | +41.5% |
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 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