+1,309.1%
WDC vs PEGA
+170.9%
+1,138.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.6% |
| 7D | +7.5% | -6.1% | +13.6% | +9.2% |
| 30D | +10.1% | +6.4% | +3.7% | +7.7% |
| 3M | -6.8% | +2.9% | -9.7% | -9.9% |
| 6M | +84.1% | -23.8% | +108.0% | +92.3% |
| YTD | +180.3% | -41.1% | +221.3% | +211.7% |
| 1Y | +411.1% | -38.2% | +449.3% | +454.8% |
| 3Y | +1,375.0% | +49.8% | +1,325.2% | +961.9% |
| 5Y | +991.6% | -48.0% | +1,039.6% | +1,095.2% |
| 10Y | +1,309.1% | +173.1% | +1,135.9% | +677.9% |
| All | +1,309.1% | +170.9% | +1,138.2% | +677.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling