+8.4%
WEC vs PEGA
-46.7%
+55.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | +0.1% |
| 7D | -0.7% | -4.6% | +3.8% | -0.9% |
| 30D | +11.0% | -6.8% | +17.8% | +10.6% |
| 3M | +8.6% | +2.6% | +6.1% | +8.9% |
| 6M | +6.2% | -5.4% | +11.5% | +6.1% |
| YTD | +14.3% | -46.0% | +60.3% | +9.3% |
| 1Y | +8.4% | -45.6% | +54.0% | +3.7% |
| All | +8.4% | -46.7% | +55.1% | +3.7% |
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 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