+170.2%
WWD vs PEGA
+48.1%
+122.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.7% |
| 7D | +0.8% | -2.4% | +3.2% | +1.0% |
| 30D | -6.4% | +9.6% | -16.1% | -7.2% |
| 3M | -5.6% | +2.3% | -7.9% | -6.0% |
| 6M | -9.1% | -23.9% | +14.8% | -6.9% |
| YTD | +12.5% | -39.8% | +52.3% | +18.4% |
| 1Y | +41.3% | -37.4% | +78.7% | +47.4% |
| 3Y | +170.2% | +53.1% | +117.1% | +146.5% |
| All | +170.2% | +48.1% | +122.2% | +146.5% |
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