+1,587.8%
WM vs PEGA
+1,076.4%
+511.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.3% |
| 7D | +4.5% | -1.6% | +6.1% | +4.6% |
| 30D | +16.1% | -3.0% | +19.0% | +16.3% |
| 3M | +8.0% | +5.8% | +2.2% | +7.5% |
| 6M | +8.4% | -8.8% | +17.2% | +8.7% |
| YTD | +11.2% | -43.5% | +54.7% | +14.6% |
| 1Y | +22.3% | -43.4% | +65.7% | +25.9% |
| 3Y | +50.2% | +48.6% | +1.6% | +42.1% |
| 5Y | +63.3% | -43.3% | +106.6% | +62.1% |
| 10Y | +355.0% | +109.7% | +245.4% | +309.6% |
| All | +1,587.8% | +1,076.4% | +511.4% | +1,051.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling