+2,123.0%
WEC vs PEGA
+1,209.2%
+913.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.7% |
| 7D | -0.3% | +3.3% | -3.6% | -0.4% |
| 30D | -1.3% | +17.7% | -19.0% | -1.8% |
| 3M | -3.9% | +5.8% | -9.7% | -4.2% |
| 6M | -8.3% | -20.3% | +11.9% | -7.9% |
| YTD | +3.1% | -37.1% | +40.2% | +4.2% |
| 1Y | +1.9% | -30.2% | +32.1% | +2.6% |
| 3Y | +41.9% | +48.1% | -6.2% | +38.0% |
| 5Y | +30.8% | -46.8% | +77.6% | +30.3% |
| 10Y | +141.9% | +191.3% | -49.4% | +127.1% |
| All | +2,123.0% | +1,209.2% | +913.7% | +1,801.6% |
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