+495.3%
WWD vs PEGA
+170.9%
+324.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | +0.6% | -6.1% | +6.8% | +2.1% |
| 30D | -5.1% | +6.4% | -11.5% | -6.7% |
| 3M | -11.2% | +2.9% | -14.2% | -12.9% |
| 6M | -12.0% | -23.8% | +11.8% | -7.9% |
| YTD | +12.0% | -41.1% | +53.0% | +23.5% |
| 1Y | +42.8% | -38.2% | +81.0% | +54.3% |
| 3Y | +168.9% | +49.8% | +119.1% | +110.8% |
| 5Y | +192.2% | -48.0% | +240.2% | +220.0% |
| 10Y | +495.3% | +173.1% | +322.1% | +274.8% |
| All | +495.3% | +170.9% | +324.4% | +274.8% |
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