+4,214.5%
WMT vs PEGA
+1,209.2%
+3,005.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +3.9% | +3.3% | +0.6% | +3.8% |
| 30D | -4.4% | +17.7% | -22.2% | -5.2% |
| 3M | -8.8% | +5.8% | -14.6% | -9.2% |
| 6M | -15.6% | -20.3% | +4.6% | -15.0% |
| YTD | -3.2% | -37.1% | +33.9% | -1.6% |
| 1Y | +7.0% | -30.2% | +37.2% | +8.2% |
| 3Y | +105.3% | +48.1% | +57.2% | +97.4% |
| 5Y | +129.3% | -46.8% | +176.1% | +128.7% |
| 10Y | +423.9% | +191.3% | +232.6% | +377.6% |
| All | +4,214.5% | +1,209.2% | +3,005.3% | +3,131.8% |
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