+150.6%
WEC vs PEGA
+176.8%
-26.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.2% | +1.3% |
| 7D | +0.8% | -2.4% | +3.2% | +0.9% |
| 30D | +0.3% | +9.6% | -9.3% | -0.2% |
| 3M | -2.9% | +2.3% | -5.3% | -3.2% |
| 6M | -5.9% | -23.9% | +18.0% | -4.8% |
| YTD | +4.1% | -39.8% | +43.9% | +6.6% |
| 1Y | +3.1% | -37.4% | +40.5% | +5.2% |
| 3Y | +40.8% | +53.1% | -12.4% | +31.0% |
| 5Y | +31.7% | -47.2% | +78.9% | +33.8% |
| All | +150.6% | +176.8% | -26.3% | +98.8% |
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