-15.4%
WU vs PEGA
-44.6%
+29.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.2% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | +11.4% | -4.1% | +15.5% | +11.9% |
| 3M | -6.8% | -2.8% | -4.0% | -6.4% |
| 6M | -14.6% | -0.4% | -14.2% | -14.6% |
| YTD | -20.6% | -45.4% | +24.7% | -17.3% |
| 1Y | -15.4% | -42.6% | +27.3% | -12.3% |
| All | -15.4% | -44.6% | +29.2% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling