+128.0%
IBB vs PEGA
+191.9%
-63.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +1.4% | +3.3% | -1.9% | +0.7% |
| 30D | +10.5% | +17.7% | -7.3% | +6.5% |
| 3M | +23.6% | +5.8% | +17.8% | +21.1% |
| 6M | +22.6% | -20.3% | +42.9% | +27.1% |
| YTD | +25.7% | -37.1% | +62.8% | +36.2% |
| 1Y | +51.4% | -30.2% | +81.6% | +58.9% |
| 3Y | +64.4% | +48.1% | +16.3% | +33.3% |
| 5Y | +22.1% | -46.8% | +68.9% | +30.9% |
| All | +128.0% | +191.9% | -63.9% | +56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling