+303.7%
WMB vs PEGA
+191.9%
+111.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +0.6% | +3.3% | -2.7% | +0.1% |
| 30D | +3.3% | +17.7% | -14.5% | +0.4% |
| 3M | +3.1% | +5.8% | -2.7% | +1.5% |
| 6M | -0.7% | -20.3% | +19.5% | +1.9% |
| YTD | +25.2% | -37.1% | +62.3% | +33.0% |
| 1Y | +32.9% | -30.2% | +63.1% | +37.7% |
| 3Y | +140.6% | +48.1% | +92.4% | +101.6% |
| 5Y | +273.5% | -46.8% | +320.2% | +304.9% |
| All | +303.7% | +191.9% | +111.8% | +138.9% |
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