+51.5%
WPM vs PEGA
-30.0%
+81.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +1.1% | +3.3% | -2.2% | +0.9% |
| 30D | +26.4% | +17.7% | +8.6% | +25.3% |
| 3M | +20.8% | +5.8% | +15.0% | +20.8% |
| 6M | +1.1% | -20.3% | +21.4% | +3.2% |
| YTD | +32.5% | -37.1% | +69.6% | +38.5% |
| 1Y | +51.5% | -30.2% | +81.7% | +56.7% |
| All | +51.5% | -30.0% | +81.5% | +56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling