+18.4%
IAU vs PEGA
-37.1%
+55.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -1.7% |
| 7D | -3.4% | -5.3% | +1.9% | -3.4% |
| 30D | -1.1% | +8.3% | -9.4% | -0.9% |
| 3M | +5.8% | +8.9% | -3.1% | +6.1% |
| 6M | -16.9% | -19.7% | +2.8% | -17.3% |
| YTD | +0.1% | -39.9% | +40.0% | -0.2% |
| 1Y | +18.4% | -36.4% | +54.8% | +19.0% |
| All | +18.4% | -37.1% | +55.5% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling