+66.3%
WDC vs PEGA
-46.9%
+113.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | +0.2% |
| 7D | -16.7% | -8.2% | -8.5% | -18.7% |
| 30D | -27.2% | -11.6% | -15.6% | -29.5% |
| 3M | -34.0% | -4.2% | -29.9% | -34.3% |
| 6M | -39.7% | -12.0% | -27.7% | -38.0% |
| YTD | +68.1% | -46.9% | +115.0% | +83.6% |
| 1Y | +66.3% | -47.0% | +113.3% | +81.5% |
| All | +66.3% | -46.9% | +113.2% | +81.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling