+34.6%
WMB vs PEGA
-32.8%
+67.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | +0.6% | +3.3% | -2.7% | +0.8% |
| 30D | +3.3% | +17.7% | -14.5% | +4.5% |
| 3M | +3.1% | +5.8% | -2.7% | +4.4% |
| 6M | -0.7% | -20.3% | +19.5% | 0.0% |
| YTD | +25.2% | -37.1% | +62.3% | +26.8% |
| All | +34.6% | -32.8% | +67.3% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling