+123.9%
WDAY vs PEGA
+99.2%
+24.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | +0.4% |
| 7D | -4.0% | -10.0% | +6.0% | +0.7% |
| 30D | +1.9% | -12.7% | +14.6% | +8.4% |
| 3M | +5.9% | -4.6% | +10.5% | +8.2% |
| 6M | +48.8% | -13.1% | +61.9% | +58.9% |
| YTD | -11.4% | -47.6% | +36.1% | +16.2% |
| 1Y | -15.5% | -47.0% | +31.5% | +10.1% |
| 3Y | -15.6% | +42.0% | -57.6% | -38.4% |
| 5Y | -35.2% | -47.8% | +12.6% | -23.7% |
| 10Y | +123.9% | +92.0% | +31.9% | +30.1% |
| All | +123.9% | +99.2% | +24.7% | +30.1% |
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