-27.7%
WU vs PEGA
+48.1%
-75.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.7% | -2.2% |
| 7D | -0.8% | -2.4% | +1.5% | -0.6% |
| 30D | -1.1% | +9.6% | -10.8% | -1.9% |
| 3M | -1.8% | +2.3% | -4.1% | -2.3% |
| 6M | -23.9% | -23.9% | 0.0% | -22.7% |
| YTD | -20.4% | -39.8% | +19.4% | -17.7% |
| 1Y | -10.6% | -37.4% | +26.8% | -8.1% |
| 3Y | -27.7% | +53.1% | -80.9% | -23.4% |
| All | -27.7% | +48.1% | -75.8% | -23.4% |
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