+6,608.9%
WELL vs PEGA
+1,209.2%
+5,399.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | -0.8% | +3.3% | -4.1% | -1.0% |
| 30D | -0.1% | +17.7% | -17.8% | -1.4% |
| 3M | +18.0% | +5.8% | +12.2% | +17.1% |
| 6M | +15.0% | -20.3% | +35.3% | +16.3% |
| YTD | +28.6% | -37.1% | +65.8% | +32.1% |
| 1Y | +42.9% | -30.2% | +73.1% | +45.2% |
| 3Y | +203.0% | +48.1% | +154.9% | +184.3% |
| 5Y | +206.9% | -46.8% | +253.7% | +205.7% |
| 10Y | +339.5% | +191.3% | +148.2% | +290.1% |
| All | +6,608.9% | +1,209.2% | +5,399.7% | +4,997.6% |
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