+375.5%
WING vs PEGA
+170.9%
+204.6%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.6% |
| 7D | -2.3% | -6.1% | +3.9% | -0.6% |
| 30D | -5.6% | +6.4% | -12.0% | -7.6% |
| 3M | -22.9% | +2.9% | -25.8% | -24.5% |
| 6M | -50.4% | -23.8% | -26.6% | -47.3% |
| YTD | -53.3% | -41.1% | -12.3% | -47.1% |
| 1Y | -61.2% | -38.2% | -23.0% | -57.1% |
| 3Y | -30.1% | +49.8% | -79.9% | -46.6% |
| 5Y | -35.0% | -48.0% | +13.0% | -29.4% |
| 10Y | +375.5% | +173.1% | +202.4% | +261.0% |
| All | +375.5% | +170.9% | +204.6% | +261.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling