+13,263.1%
WWD vs PEGA
+1,001.0%
+12,262.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.4% |
| 7D | +3.7% | -8.6% | +12.4% | +4.8% |
| 30D | +1.8% | -10.1% | +11.9% | +3.0% |
| 3M | -5.0% | -4.7% | -0.2% | -4.8% |
| 6M | -8.4% | -8.0% | -0.4% | -8.4% |
| YTD | +12.3% | -47.1% | +59.4% | +19.1% |
| 1Y | +26.2% | -47.5% | +73.7% | +33.9% |
| 3Y | +154.6% | +40.2% | +114.3% | +132.6% |
| 5Y | +195.3% | -45.7% | +241.0% | +194.6% |
| 10Y | +466.3% | +85.1% | +381.2% | +392.2% |
| All | +13,263.1% | +1,001.0% | +12,262.1% | +9,487.3% |
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