-18.8%
IBM vs PEGA
-47.6%
+28.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +2.0% |
| 7D | -2.5% | -10.0% | +7.4% | +1.5% |
| 30D | +8.4% | -12.7% | +21.0% | +13.9% |
| 3M | +4.5% | -4.6% | +9.1% | +5.5% |
| 6M | +7.9% | -13.1% | +21.0% | +12.2% |
| YTD | -15.2% | -47.6% | +32.4% | -1.5% |
| All | -18.8% | -47.6% | +28.8% | -5.6% |
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