-22.5%
WY vs PEGA
+49.1%
-71.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.3% |
| 7D | -1.7% | -6.1% | +4.4% | -1.2% |
| 30D | -9.9% | +6.4% | -16.2% | -10.3% |
| 3M | -7.5% | +2.9% | -10.4% | -7.9% |
| 6M | -5.1% | -23.8% | +18.7% | -3.4% |
| YTD | -2.1% | -41.1% | +39.0% | +1.9% |
| 1Y | -7.3% | -38.2% | +30.9% | -4.3% |
| All | -22.5% | +49.1% | -71.6% | -33.6% |
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