+5,058.2%
WMT vs PEGA
+1,037.5%
+4,020.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.5% |
| 3M | +11.0% | -2.8% | +13.8% | +11.0% |
| 6M | -2.3% | -0.4% | -1.9% | -2.6% |
| YTD | +15.7% | -45.4% | +61.1% | +18.5% |
| 1Y | +26.0% | -42.6% | +68.6% | +28.6% |
| 3Y | +136.5% | +45.4% | +91.1% | +127.5% |
| 5Y | +176.8% | -44.6% | +221.4% | +175.5% |
| 10Y | +537.5% | +91.2% | +446.4% | +492.7% |
| All | +5,058.2% | +1,037.5% | +4,020.7% | +3,788.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling