+180.3%
WMB vs PEGA
-45.3%
+225.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | -0.1% |
| 7D | -13.8% | -4.5% | -9.3% | -13.6% |
| 30D | -10.3% | -5.7% | -4.7% | -10.1% |
| 3M | -10.1% | +2.6% | -12.6% | -10.5% |
| 6M | -11.8% | -10.6% | -1.2% | -11.6% |
| YTD | +8.9% | -45.5% | +54.4% | +13.2% |
| 1Y | +14.0% | -44.8% | +58.7% | +18.2% |
| 3Y | +100.5% | +45.5% | +55.0% | +85.2% |
| All | +180.3% | -45.3% | +225.6% | +172.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling