+528.7%
WDC vs PEGA
-45.3%
+574.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.0% | -1.0% |
| 7D | -28.0% | -4.5% | -23.4% | -27.5% |
| 30D | -34.9% | -5.7% | -29.3% | -34.5% |
| 3M | -41.6% | +2.7% | -44.2% | -42.0% |
| 6M | -45.4% | -10.5% | -34.9% | -45.2% |
| YTD | +53.3% | -45.4% | +98.7% | +66.1% |
| 1Y | +61.5% | -44.7% | +106.3% | +74.8% |
| 3Y | +712.3% | +45.7% | +666.7% | +583.6% |
| All | +528.7% | -45.3% | +574.0% | +515.7% |
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 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