-19.8%
WY vs PEGA
-48.2%
+28.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.1% |
| 7D | -1.7% | -6.1% | +4.4% | -0.8% |
| 30D | -9.9% | +6.4% | -16.2% | -10.7% |
| 3M | -7.5% | +2.9% | -10.4% | -8.4% |
| 6M | -5.1% | -23.8% | +18.7% | -2.2% |
| YTD | -2.1% | -41.1% | +39.0% | +4.3% |
| 1Y | -7.3% | -38.2% | +30.9% | -2.5% |
| 3Y | -22.6% | +49.8% | -72.5% | -34.5% |
| 5Y | -19.8% | -48.0% | +28.2% | -17.4% |
| All | -19.8% | -48.2% | +28.4% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling