-21.9%
WU vs PEGA
+1,740.3%
-1,762.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -0.8% | +3.3% | -4.1% | -1.4% |
| 30D | -1.1% | +17.7% | -18.9% | -4.1% |
| 3M | -3.9% | +5.8% | -9.7% | -5.5% |
| 6M | -20.7% | -20.3% | -0.4% | -18.3% |
| YTD | -18.4% | -37.1% | +18.8% | -12.9% |
| 1Y | -8.1% | -30.2% | +22.1% | -4.3% |
| 3Y | -24.2% | +48.1% | -72.3% | -35.1% |
| 5Y | -50.4% | -46.8% | -3.7% | -50.2% |
| 10Y | -40.0% | +191.3% | -231.4% | -59.7% |
| All | -21.9% | +1,740.3% | -1,762.1% | -70.4% |
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 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