+12.0%
WING vs PEGA
-47.0%
+59.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -3.9% | +12.3% | +9.2% |
| 7D | +8.6% | -10.0% | +18.5% | +11.0% |
| 30D | +44.8% | -12.7% | +57.4% | +48.9% |
| 3M | +51.9% | -4.6% | +56.5% | +52.7% |
| 6M | +37.2% | -13.1% | +50.3% | +39.7% |
| YTD | -25.3% | -47.6% | +22.3% | -15.6% |
| 1Y | -25.1% | -47.0% | +21.9% | -15.7% |
| 3Y | -12.9% | +42.0% | -54.9% | -29.1% |
| 5Y | +12.0% | -47.8% | +59.8% | +24.2% |
| All | +12.0% | -47.0% | +59.0% | +24.2% |
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