+131.6%
IBM vs PEGA
+175.4%
-43.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.4% |
| 7D | +0.3% | -2.4% | +2.7% | +0.8% |
| 30D | -1.5% | +9.6% | -11.1% | -3.4% |
| 3M | -16.8% | +2.3% | -19.1% | -17.4% |
| 6M | -9.0% | -23.9% | +14.9% | -4.9% |
| YTD | -20.1% | -39.8% | +19.7% | -13.4% |
| 1Y | -7.0% | -37.4% | +30.4% | -0.4% |
| 3Y | +72.4% | +53.1% | +19.2% | +51.3% |
| 5Y | +112.0% | -47.2% | +159.2% | +129.2% |
| 10Y | +131.6% | +174.3% | -42.8% | +64.5% |
| All | +131.6% | +175.4% | -43.8% | +64.5% |
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