+28.7%
WCN vs PEGA
-47.1%
+75.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.1% | -0.8% |
| 7D | -0.4% | -2.4% | +2.0% | -0.3% |
| 30D | -2.1% | +9.6% | -11.8% | -2.7% |
| 3M | +6.4% | +2.3% | +4.0% | +6.0% |
| 6M | -3.7% | -23.9% | +20.2% | -2.5% |
| YTD | -6.4% | -39.8% | +33.4% | -4.0% |
| 1Y | -7.9% | -37.4% | +29.5% | -5.9% |
| 3Y | +20.8% | +53.1% | -32.3% | +14.1% |
| All | +28.7% | -47.1% | +75.8% | +37.9% |
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