+2,021.2%
IBM vs PEGA
+1,209.2%
+812.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.2% |
| 7D | -0.3% | +3.3% | -3.6% | -0.6% |
| 30D | +0.3% | +17.7% | -17.5% | -1.5% |
| 3M | -21.6% | +5.8% | -27.4% | -22.1% |
| 6M | -4.7% | -20.3% | +15.6% | -2.6% |
| YTD | -19.1% | -37.1% | +18.1% | -15.5% |
| 1Y | -2.5% | -30.2% | +27.7% | +0.6% |
| 3Y | +74.2% | +48.1% | +26.0% | +63.2% |
| 5Y | +113.1% | -46.8% | +159.9% | +115.3% |
| 10Y | +133.5% | +191.3% | -57.8% | +98.5% |
| All | +2,021.2% | +1,209.2% | +812.0% | +1,028.6% |
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 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