+138.2%
IBM vs PEGA
-45.3%
+183.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.3% |
| 7D | -5.0% | -4.5% | -0.5% | -4.3% |
| 30D | +11.1% | -5.7% | +16.8% | +12.0% |
| 3M | +5.7% | +2.6% | +3.1% | +5.1% |
| 6M | +10.1% | -10.6% | +20.7% | +11.6% |
| YTD | -15.6% | -45.5% | +29.9% | -9.8% |
| 1Y | -19.5% | -44.8% | +25.2% | -14.2% |
| 3Y | +80.4% | +45.5% | +34.9% | +71.1% |
| All | +138.2% | -45.3% | +183.5% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling