+137.1%
IBB vs PEGA
+99.2%
+37.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.9% | +6.7% | +3.6% |
| 7D | +2.7% | -10.0% | +12.7% | +5.0% |
| 30D | +6.3% | -12.7% | +19.0% | +9.3% |
| 3M | +11.1% | -4.6% | +15.6% | +11.6% |
| 6M | +29.2% | -13.1% | +42.3% | +31.3% |
| YTD | +30.2% | -47.6% | +77.8% | +46.5% |
| 1Y | +39.5% | -47.0% | +86.5% | +56.2% |
| 3Y | +92.3% | +42.0% | +50.3% | +54.6% |
| 5Y | +43.0% | -47.8% | +90.8% | +50.9% |
| 10Y | +137.1% | +92.0% | +45.1% | +81.1% |
| All | +137.1% | +99.2% | +37.9% | +81.1% |
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