+455.3%
WELL vs PEGA
+99.2%
+356.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.6% |
| 7D | +3.5% | -10.0% | +13.5% | +5.3% |
| 30D | +9.7% | -12.7% | +22.4% | +12.1% |
| 3M | +4.8% | -4.6% | +9.4% | +5.2% |
| 6M | +16.1% | -13.1% | +29.2% | +17.4% |
| YTD | +34.7% | -47.6% | +82.3% | +47.9% |
| 1Y | +31.9% | -47.0% | +78.9% | +44.2% |
| 3Y | +209.9% | +42.0% | +167.9% | +150.8% |
| 5Y | +226.5% | -47.8% | +274.4% | +242.1% |
| 10Y | +455.3% | +92.0% | +363.3% | +327.6% |
| All | +455.3% | +99.2% | +356.1% | +327.6% |
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 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