+202.2%
WELL vs PEGA
+46.3%
+155.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +5.7% | -4.1% | +9.8% | +5.8% |
| 3M | +4.6% | -2.8% | +7.5% | +4.7% |
| 6M | +11.9% | -0.4% | +12.3% | +11.7% |
| YTD | +33.6% | -45.4% | +79.0% | +35.7% |
| 1Y | +29.8% | -42.6% | +72.4% | +31.5% |
| 3Y | +202.2% | +45.4% | +156.7% | +180.8% |
| All | +202.2% | +46.3% | +155.8% | +180.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling