+2,331.3%
WEC vs PEGA
+1,036.4%
+1,294.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -2.0% |
| 7D | -0.2% | -4.5% | +4.3% | 0.0% |
| 30D | +12.3% | -5.7% | +18.0% | +12.5% |
| 3M | +8.3% | +2.7% | +5.6% | +8.1% |
| 6M | +3.5% | -10.5% | +14.0% | +3.6% |
| YTD | +12.7% | -45.4% | +58.2% | +14.5% |
| 1Y | +8.2% | -44.7% | +52.9% | +9.8% |
| 3Y | +55.9% | +45.7% | +10.2% | +51.6% |
| 5Y | +51.2% | -45.3% | +96.5% | +50.5% |
| 10Y | +177.6% | +102.6% | +75.1% | +163.4% |
| All | +2,331.3% | +1,036.4% | +1,294.9% | +1,988.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling