+276.3%
WPM vs PEGA
+48.1%
+228.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.3% |
| 7D | +7.0% | -2.4% | +9.4% | +7.2% |
| 30D | +15.7% | +9.6% | +6.1% | +15.1% |
| 3M | +35.2% | +2.3% | +32.9% | +34.9% |
| 6M | +6.1% | -23.9% | +30.0% | +7.6% |
| YTD | +32.6% | -39.8% | +72.3% | +36.1% |
| 1Y | +46.9% | -37.4% | +84.3% | +50.3% |
| 3Y | +276.3% | +53.1% | +223.2% | +244.0% |
| All | +276.3% | +48.1% | +228.2% | +244.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling