+242.9%
WPM vs PEGA
+37.6%
+205.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.9% | +9.5% | +5.8% |
| 7D | +20.8% | -10.0% | +30.8% | +21.4% |
| 30D | +3.8% | -12.7% | +16.5% | +4.5% |
| 3M | +7.4% | -4.6% | +12.0% | +7.4% |
| 6M | +4.0% | -13.1% | +17.1% | +4.4% |
| YTD | +23.0% | -47.6% | +70.6% | +27.3% |
| 1Y | +45.9% | -47.0% | +93.0% | +50.8% |
| 3Y | +242.9% | +42.0% | +200.9% | +204.0% |
| All | +242.9% | +37.6% | +205.3% | +204.0% |
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