+5,214.4%
WPM vs PEGA
+2,247.0%
+2,967.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.3% | -6.4% | -5.3% |
| 7D | +16.4% | -8.2% | +24.6% | +17.9% |
| 30D | -1.5% | -11.6% | +10.1% | +0.3% |
| 3M | +2.6% | -4.2% | +6.7% | +2.7% |
| 6M | -1.3% | -12.0% | +10.6% | -0.5% |
| YTD | +16.8% | -46.9% | +63.7% | +26.9% |
| 1Y | +34.1% | -47.0% | +81.1% | +45.6% |
| 3Y | +225.1% | +40.9% | +184.2% | +181.4% |
| 5Y | +234.5% | -45.4% | +279.9% | +230.7% |
| 10Y | +674.1% | +95.9% | +578.2% | +442.4% |
| All | +5,214.4% | +2,247.0% | +2,967.4% | +1,465.3% |
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