-34.8%
WING vs PEGA
-46.5%
+11.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -3.9% | +3.3% | -7.1% | -4.6% |
| 30D | -11.6% | +17.7% | -29.3% | -14.9% |
| 3M | -24.2% | +5.8% | -30.0% | -25.8% |
| 6M | -54.1% | -20.3% | -33.8% | -52.2% |
| YTD | -53.9% | -37.1% | -16.8% | -49.7% |
| 1Y | -64.4% | -30.2% | -34.2% | -62.4% |
| 3Y | -30.2% | +48.1% | -78.3% | -43.0% |
| All | -34.8% | -46.5% | +11.7% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling