+259.9%
WMB vs PEGA
+99.2%
+160.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.9% | +7.6% | +4.3% |
| 7D | -6.7% | -10.0% | +3.3% | -5.2% |
| 30D | -8.6% | -12.7% | +4.1% | -7.0% |
| 3M | -4.9% | -4.6% | -0.3% | -4.9% |
| 6M | -6.3% | -13.1% | +6.8% | -5.6% |
| YTD | +13.0% | -47.6% | +60.6% | +22.8% |
| 1Y | +14.9% | -47.0% | +61.9% | +24.5% |
| 3Y | +113.4% | +42.0% | +71.4% | +77.6% |
| 5Y | +190.2% | -47.8% | +238.0% | +205.0% |
| 10Y | +259.9% | +92.0% | +167.9% | +158.8% |
| All | +259.9% | +99.2% | +160.7% | +158.8% |
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 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