+42.8%
WBD vs PEGA
+1,589.0%
-1,546.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.5% |
| 7D | -13.9% | -0.8% | -13.1% | -13.7% |
| 30D | -7.6% | +6.1% | -13.7% | -8.9% |
| 3M | -28.3% | -4.9% | -23.4% | -27.4% |
| 6M | -22.3% | +0.4% | -22.7% | -23.2% |
| YTD | +6.9% | +32.2% | -25.4% | -2.4% |
| 1Y | -6.2% | +24.8% | -31.0% | -12.9% |
| 3Y | -55.8% | -62.5% | +6.7% | -47.2% |
| 5Y | -69.3% | -14.8% | -54.5% | -70.7% |
| 10Y | -76.8% | +141.6% | -218.3% | -83.8% |
| All | +42.8% | +1,589.0% | -1,546.2% | -44.8% |
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