+2,152.9%
WFC vs PEGA
+991.9%
+1,161.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.8% | +2.3% |
| 7D | +0.1% | -10.0% | +10.1% | +1.3% |
| 30D | +2.9% | -12.7% | +15.6% | +4.4% |
| 3M | -1.4% | -4.6% | +3.2% | -1.2% |
| 6M | +14.3% | -13.1% | +27.4% | +15.3% |
| YTD | -6.2% | -47.6% | +41.4% | -0.6% |
| 1Y | +1.6% | -47.0% | +48.6% | +7.5% |
| 3Y | +126.9% | +42.0% | +84.9% | +111.1% |
| 5Y | +94.0% | -47.8% | +141.8% | +95.7% |
| 10Y | +134.0% | +92.0% | +42.1% | +106.5% |
| All | +2,152.9% | +991.9% | +1,161.0% | +1,371.5% |
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