+282.9%
WY vs PEGA
+1,209.2%
-926.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -1.7% | +3.3% | -5.0% | -2.1% |
| 30D | -10.1% | +17.7% | -27.8% | -11.8% |
| 3M | -5.1% | +5.8% | -10.9% | -6.1% |
| 6M | -4.8% | -20.3% | +15.5% | -3.1% |
| YTD | -0.2% | -37.1% | +36.9% | +3.6% |
| 1Y | -6.6% | -30.2% | +23.6% | -4.4% |
| 3Y | -22.7% | +48.1% | -70.8% | -29.1% |
| 5Y | -22.2% | -46.8% | +24.6% | -22.1% |
| 10Y | +7.3% | +191.3% | -184.0% | -8.1% |
| All | +282.9% | +1,209.2% | -926.4% | +159.0% |
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