+4.7%
WY vs PEGA
+184.6%
-179.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | 0.0% |
| 7D | -4.2% | -3.0% | -1.2% | -3.5% |
| 30D | -10.1% | +15.9% | -26.0% | -13.5% |
| 3M | -8.5% | +10.8% | -19.3% | -11.8% |
| 6M | -3.3% | -16.5% | +13.2% | -0.7% |
| YTD | -4.4% | -39.0% | +34.6% | +5.5% |
| 1Y | -11.5% | -37.3% | +25.8% | -3.9% |
| 3Y | -24.3% | +59.2% | -83.5% | -44.3% |
| 5Y | -21.3% | -44.9% | +23.6% | -15.9% |
| All | +4.7% | +184.6% | -179.9% | -36.2% |
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