+1,425.2%
WM vs PEGA
+1,209.2%
+216.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.2% |
| 7D | -0.3% | +3.3% | -3.6% | -0.5% |
| 30D | -2.4% | +17.7% | -20.1% | -3.5% |
| 3M | +0.4% | +5.8% | -5.4% | -0.2% |
| 6M | -9.5% | -20.3% | +10.8% | -8.5% |
| YTD | +0.5% | -37.1% | +37.6% | +2.9% |
| 1Y | -1.1% | -30.2% | +29.1% | +0.4% |
| 3Y | +46.0% | +48.1% | -2.1% | +38.2% |
| 5Y | +51.8% | -46.8% | +98.6% | +51.5% |
| 10Y | +307.5% | +191.3% | +116.2% | +259.1% |
| All | +1,425.2% | +1,209.2% | +216.0% | +934.1% |
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