-31.6%
WDAY vs PEGA
-47.9%
+16.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.2% | -0.7% | -3.3% |
| 7D | -6.1% | -2.4% | -3.7% | -5.2% |
| 30D | +3.7% | +9.6% | -5.9% | +0.5% |
| 3M | +29.6% | +2.3% | +27.2% | +28.6% |
| 6M | +23.3% | -23.9% | +47.2% | +34.8% |
| YTD | -13.3% | -39.8% | +26.5% | +1.2% |
| 1Y | -19.6% | -37.4% | +17.8% | -7.9% |
| 3Y | -25.7% | +53.1% | -78.8% | -40.5% |
| 5Y | -31.6% | -47.2% | +15.7% | -22.9% |
| All | -31.6% | -47.9% | +16.4% | -22.9% |
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