-40.4%
WU vs PEGA
+184.6%
-225.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | -3.5% | -3.0% | -0.5% | -3.0% |
| 30D | -2.9% | +15.9% | -18.8% | -5.1% |
| 3M | -2.3% | +10.8% | -13.1% | -4.3% |
| 6M | -25.4% | -16.5% | -8.9% | -24.0% |
| YTD | -21.2% | -39.0% | +17.8% | -16.3% |
| 1Y | -8.9% | -37.3% | +28.4% | -4.0% |
| 3Y | -29.0% | +59.2% | -88.1% | -39.2% |
| 5Y | -50.7% | -44.9% | -5.9% | -49.2% |
| All | -40.4% | +184.6% | -225.0% | -57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling