+544.2%
WMT vs PEGA
+97.3%
+446.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.4% |
| 7D | +2.0% | +0.1% | +2.0% | +2.0% |
| 30D | +10.3% | -4.1% | +14.4% | +10.6% |
| 3M | +11.0% | -2.8% | +13.8% | +11.1% |
| 6M | -2.3% | -0.4% | -1.9% | -2.7% |
| YTD | +15.7% | -45.4% | +61.1% | +20.2% |
| 1Y | +26.0% | -42.6% | +68.6% | +30.2% |
| 3Y | +136.5% | +45.4% | +91.1% | +118.7% |
| 5Y | +176.8% | -44.6% | +221.4% | +178.8% |
| All | +544.2% | +97.3% | +446.9% | +460.2% |
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