+264.5%
WMB vs PEGA
+101.6%
+162.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.3% |
| 7D | -13.8% | -4.5% | -9.3% | -13.2% |
| 30D | -10.3% | -5.7% | -4.7% | -9.8% |
| 3M | -10.1% | +2.7% | -12.7% | -11.0% |
| 6M | -11.8% | -10.5% | -1.3% | -11.6% |
| YTD | +8.9% | -45.4% | +54.4% | +17.8% |
| 1Y | +14.0% | -44.7% | +58.7% | +22.8% |
| 3Y | +100.5% | +45.7% | +54.9% | +66.5% |
| 5Y | +179.5% | -45.3% | +224.8% | +191.3% |
| All | +264.5% | +101.6% | +162.8% | +158.6% |
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