+682.0%
WDC vs PEGA
+94.9%
+587.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.7% | -1.2% |
| 7D | +16.3% | -4.6% | +20.8% | +17.5% |
| 30D | -18.3% | -6.8% | -11.4% | -17.0% |
| 3M | -31.4% | +2.6% | -34.0% | -32.6% |
| 6M | -36.3% | -5.4% | -30.9% | -37.6% |
| YTD | +80.8% | -46.0% | +126.9% | +104.9% |
| 1Y | +87.7% | -45.6% | +133.3% | +112.3% |
| 3Y | +819.4% | +43.2% | +776.3% | +560.9% |
| 5Y | +583.2% | -45.3% | +628.5% | +609.3% |
| All | +682.0% | +94.9% | +587.0% | +303.7% |
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