+11.3%
WFC vs PEGA
-37.5%
+48.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +1.9% | -1.9% |
| 7D | +1.1% | -2.4% | +3.5% | +1.3% |
| 30D | +0.8% | +9.6% | -8.8% | 0.0% |
| 3M | +9.3% | +2.3% | +6.9% | +8.9% |
| 6M | +10.6% | -23.9% | +34.5% | +13.3% |
| YTD | -4.1% | -39.8% | +35.7% | -0.1% |
| All | +11.3% | -37.5% | +48.8% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling