+330.3%
WM vs PEGA
+97.3%
+233.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +13.0% | -4.1% | +17.2% | +13.4% |
| 3M | +9.2% | -2.8% | +12.1% | +9.4% |
| 6M | +13.6% | -0.4% | +14.1% | +13.1% |
| YTD | +12.4% | -45.4% | +57.8% | +17.5% |
| 1Y | +21.2% | -42.6% | +63.8% | +26.0% |
| 3Y | +48.7% | +45.4% | +3.3% | +34.9% |
| 5Y | +61.9% | -44.6% | +106.5% | +69.6% |
| All | +330.3% | +97.3% | +233.0% | +255.9% |
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 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