+1,395.9%
IBKR vs PEGA
+1,437.3%
-41.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -2.9% | -1.4% |
| 7D | -3.8% | -5.3% | +1.5% | -2.5% |
| 30D | -0.3% | +8.3% | -8.6% | -2.5% |
| 3M | +4.8% | +8.9% | -4.1% | +1.2% |
| 6M | +30.8% | -19.7% | +50.5% | +35.7% |
| YTD | +39.5% | -39.9% | +79.4% | +53.9% |
| 1Y | +43.7% | -36.4% | +80.0% | +55.4% |
| 3Y | +284.7% | +52.8% | +231.9% | +215.7% |
| 5Y | +484.9% | -45.7% | +530.6% | +497.1% |
| 10Y | +980.8% | +178.5% | +802.3% | +588.7% |
| All | +1,395.9% | +1,437.3% | -41.3% | +300.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling