+37.2%
IBB vs PEGA
-45.3%
+82.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.3% |
| 7D | -1.8% | -4.5% | +2.7% | -1.2% |
| 30D | +5.1% | -5.7% | +10.7% | +5.9% |
| 3M | +10.7% | +2.6% | +8.1% | +9.9% |
| 6M | +22.9% | -10.6% | +33.5% | +23.9% |
| YTD | +26.7% | -45.5% | +72.2% | +37.1% |
| 1Y | +35.1% | -44.8% | +79.9% | +45.7% |
| 3Y | +80.2% | +45.5% | +34.7% | +54.3% |
| All | +37.2% | -45.3% | +82.6% | +47.2% |
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