+293.0%
IBKR vs PEGA
+54.2%
+238.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.9% |
| 7D | -1.3% | -3.0% | +1.6% | -0.8% |
| 30D | -0.2% | +15.9% | -16.1% | -2.9% |
| 3M | +3.0% | +10.8% | -7.9% | +0.3% |
| 6M | +33.9% | -16.5% | +50.4% | +37.4% |
| YTD | +42.5% | -39.0% | +81.5% | +54.2% |
| 1Y | +44.9% | -37.3% | +82.1% | +55.2% |
| 3Y | +293.0% | +59.2% | +233.8% | +262.2% |
| All | +293.0% | +54.2% | +238.8% | +262.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling