-61.2%
WING vs PEGA
-38.8%
-22.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.3% |
| 7D | -2.3% | -6.1% | +3.9% | -1.6% |
| 30D | -5.6% | +6.4% | -12.0% | -6.5% |
| 3M | -22.9% | +2.9% | -25.8% | -23.3% |
| 6M | -50.4% | -23.8% | -26.6% | -48.8% |
| YTD | -53.3% | -41.1% | -12.3% | -51.4% |
| 1Y | -61.2% | -38.2% | -23.0% | -60.9% |
| All | -61.2% | -38.8% | -22.4% | -60.9% |
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