+6,860.0%
WELL vs PEGA
+1,035.4%
+5,824.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.1% |
| 7D | +4.4% | -4.5% | +8.9% | +4.8% |
| 30D | +10.8% | -5.7% | +16.5% | +11.3% |
| 3M | +4.2% | +2.6% | +1.6% | +3.8% |
| 6M | +14.0% | -10.6% | +24.6% | +14.4% |
| YTD | +33.4% | -45.5% | +78.9% | +38.4% |
| 1Y | +32.4% | -44.8% | +77.2% | +37.1% |
| 3Y | +194.7% | +45.5% | +149.2% | +176.6% |
| 5Y | +226.5% | -45.3% | +271.8% | +224.4% |
| 10Y | +429.8% | +102.4% | +327.5% | +381.7% |
| All | +6,860.0% | +1,035.4% | +5,824.6% | +5,241.1% |
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