+992.6%
WDC vs PEGA
-47.9%
+1,040.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.2% | +6.3% | +2.6% |
| 7D | +6.0% | -2.4% | +8.4% | +6.3% |
| 30D | +9.9% | +9.6% | +0.3% | +8.4% |
| 3M | -9.4% | +2.3% | -11.7% | -10.4% |
| 6M | +94.7% | -23.9% | +118.6% | +101.4% |
| YTD | +177.4% | -39.8% | +217.1% | +197.7% |
| 1Y | +412.6% | -37.4% | +450.0% | +443.1% |
| 3Y | +1,359.8% | +53.1% | +1,306.6% | +1,128.2% |
| 5Y | +992.6% | -47.2% | +1,039.8% | +1,020.4% |
| All | +992.6% | -47.9% | +1,040.5% | +1,020.4% |
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