+421.1%
WMT vs PEGA
+180.6%
+240.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.2% |
| 7D | -2.5% | -5.3% | +2.8% | -2.1% |
| 30D | -6.4% | +8.3% | -14.7% | -7.0% |
| 3M | -12.1% | +8.9% | -21.0% | -12.9% |
| 6M | -15.0% | -19.7% | +4.8% | -14.0% |
| YTD | -4.5% | -39.9% | +35.4% | -1.4% |
| 1Y | +6.2% | -36.4% | +42.6% | +8.8% |
| 3Y | +99.9% | +52.8% | +47.1% | +84.5% |
| 5Y | +131.4% | -45.7% | +177.1% | +135.0% |
| All | +421.1% | +180.6% | +240.5% | +326.6% |
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