+2,160.0%
WFC vs PEGA
+1,005.9%
+1,154.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +0.9% | -8.2% | +9.1% | +1.8% |
| 30D | +3.3% | -11.6% | +14.8% | +4.6% |
| 3M | -1.4% | -4.2% | +2.7% | -1.2% |
| 6M | +14.7% | -12.0% | +26.7% | +15.5% |
| YTD | -5.9% | -46.9% | +41.0% | -0.4% |
| 1Y | +1.8% | -47.0% | +48.8% | +7.8% |
| 3Y | +124.9% | +40.9% | +84.0% | +109.4% |
| 5Y | +92.7% | -45.4% | +138.1% | +93.6% |
| 10Y | +118.2% | +95.9% | +22.3% | +92.2% |
| All | +2,160.0% | +1,005.9% | +1,154.1% | +1,374.1% |
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