+44.9%
IBKR vs PEGA
-36.0%
+80.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.0% |
| 7D | -1.3% | -3.0% | +1.6% | -1.0% |
| 30D | -0.2% | +15.9% | -16.1% | -1.9% |
| 3M | +3.0% | +10.8% | -7.9% | +1.6% |
| 6M | +33.9% | -16.5% | +50.4% | +38.2% |
| YTD | +42.5% | -39.0% | +81.5% | +51.0% |
| 1Y | +44.9% | -37.3% | +82.1% | +54.6% |
| All | +44.9% | -36.0% | +80.9% | +54.6% |
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