+151.3%
WWD vs PEGA
+44.0%
+107.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +0.4% | -8.2% | +8.6% | +1.0% |
| 30D | -0.4% | -11.6% | +11.1% | +0.3% |
| 3M | -6.1% | -4.2% | -1.9% | -6.1% |
| 6M | -9.5% | -12.0% | +2.5% | -9.1% |
| YTD | +10.8% | -46.9% | +57.7% | +17.2% |
| 1Y | +23.5% | -47.0% | +70.5% | +30.6% |
| 3Y | +151.3% | +40.9% | +110.4% | +147.7% |
| All | +151.3% | +44.0% | +107.3% | +147.7% |
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