+111.2%
IAU vs PEGA
-45.8%
+157.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -2.0% | -8.6% | +6.7% | -1.9% |
| 30D | -4.4% | -10.1% | +5.7% | -4.4% |
| 3M | -8.9% | -4.7% | -4.1% | -8.9% |
| 6M | -15.9% | -8.0% | -8.0% | -15.9% |
| YTD | -7.8% | -47.1% | +39.4% | -7.5% |
| 1Y | -3.8% | -47.5% | +43.7% | -3.5% |
| 3Y | +104.3% | +40.2% | +64.1% | +100.9% |
| 5Y | +111.2% | -45.7% | +156.9% | +102.4% |
| All | +111.2% | -45.8% | +157.0% | +102.4% |
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