+195.2%
WEC vs PEGA
+94.9%
+100.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | -0.7% | -4.6% | +3.8% | -0.5% |
| 30D | +11.0% | -6.8% | +17.8% | +11.3% |
| 3M | +8.6% | +2.6% | +6.1% | +8.3% |
| 6M | +6.2% | -5.4% | +11.5% | +6.1% |
| YTD | +14.3% | -46.0% | +60.3% | +17.6% |
| 1Y | +8.4% | -45.6% | +54.0% | +11.4% |
| 3Y | +62.9% | +43.2% | +19.7% | +51.7% |
| 5Y | +55.8% | -45.3% | +101.1% | +56.2% |
| All | +195.2% | +94.9% | +100.2% | +156.8% |
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