+149.9%
IBM vs PEGA
+99.2%
+50.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.2% |
| 7D | -2.5% | -10.0% | +7.4% | -0.5% |
| 30D | +8.4% | -12.7% | +21.0% | +11.2% |
| 3M | +4.5% | -4.6% | +9.1% | +5.2% |
| 6M | +7.9% | -13.1% | +21.0% | +10.5% |
| YTD | -15.2% | -47.6% | +32.4% | -5.7% |
| 1Y | -17.6% | -47.0% | +29.4% | -8.6% |
| 3Y | +82.1% | +42.0% | +40.0% | +61.8% |
| 5Y | +143.3% | -47.8% | +191.2% | +161.8% |
| 10Y | +149.9% | +92.0% | +57.9% | +86.4% |
| All | +149.9% | +99.2% | +50.7% | +86.4% |
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