+1,294.5%
WDC vs PEGA
+176.8%
+1,117.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.2% | +6.3% | +3.2% |
| 7D | +6.0% | -2.4% | +8.4% | +6.6% |
| 30D | +9.9% | +9.6% | +0.3% | +6.8% |
| 3M | -9.4% | +2.3% | -11.7% | -12.1% |
| 6M | +94.7% | -23.9% | +118.6% | +103.5% |
| YTD | +177.4% | -39.8% | +217.1% | +206.8% |
| 1Y | +412.6% | -37.4% | +450.0% | +455.0% |
| 3Y | +1,359.8% | +53.1% | +1,306.6% | +945.2% |
| 5Y | +992.6% | -47.2% | +1,039.8% | +1,094.4% |
| All | +1,294.5% | +176.8% | +1,117.7% | +665.6% |
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