+5,928.6%
WPM vs PEGA
+2,678.5%
+3,250.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +1.1% | +3.3% | -2.2% | +0.6% |
| 30D | +26.4% | +17.7% | +8.6% | +22.9% |
| 3M | +20.8% | +5.8% | +15.0% | +18.9% |
| 6M | +1.1% | -20.3% | +21.4% | +3.8% |
| YTD | +32.5% | -37.1% | +69.6% | +40.6% |
| 1Y | +51.5% | -30.2% | +81.7% | +57.3% |
| 3Y | +267.0% | +48.1% | +218.9% | +216.6% |
| 5Y | +250.1% | -46.8% | +296.9% | +251.6% |
| 10Y | +540.4% | +191.3% | +349.0% | +314.7% |
| All | +5,928.6% | +2,678.5% | +3,250.1% | +1,634.5% |
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