+328.7%
WM vs PEGA
+99.2%
+229.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.1% | +0.5% |
| 7D | -0.5% | -10.0% | +9.5% | +0.5% |
| 30D | +13.3% | -12.7% | +26.0% | +14.6% |
| 3M | +4.4% | -4.6% | +9.0% | +4.7% |
| 6M | +10.8% | -13.1% | +23.9% | +11.6% |
| YTD | +9.1% | -47.6% | +56.6% | +14.5% |
| 1Y | +19.1% | -47.0% | +66.2% | +24.8% |
| 3Y | +45.7% | +42.0% | +3.7% | +32.2% |
| 5Y | +60.4% | -47.8% | +108.3% | +69.4% |
| 10Y | +328.7% | +92.0% | +236.7% | +248.7% |
| All | +328.7% | +99.2% | +229.5% | +248.7% |
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