+322.4%
WCN vs PEGA
+94.9%
+227.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.6% |
| 7D | +1.2% | -4.6% | +5.7% | +1.8% |
| 30D | +26.4% | -6.8% | +33.3% | +27.6% |
| 3M | +17.5% | +2.6% | +15.0% | +17.0% |
| 6M | +28.7% | -5.4% | +34.1% | +28.8% |
| YTD | +11.5% | -46.0% | +57.6% | +19.0% |
| 1Y | +15.9% | -45.6% | +61.5% | +23.3% |
| 3Y | +51.6% | +43.2% | +8.4% | +33.7% |
| 5Y | +47.9% | -45.3% | +93.2% | +55.0% |
| All | +322.4% | +94.9% | +227.4% | +233.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling