+2,112.5%
IBM vs PEGA
+1,035.4%
+1,077.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.5% |
| 7D | -5.0% | -4.5% | -0.5% | -4.5% |
| 30D | +11.1% | -5.7% | +16.8% | +11.7% |
| 3M | +5.7% | +2.6% | +3.1% | +5.3% |
| 6M | +10.1% | -10.6% | +20.7% | +11.3% |
| YTD | -15.6% | -45.5% | +29.9% | -10.6% |
| 1Y | -19.5% | -44.8% | +25.2% | -14.9% |
| 3Y | +80.4% | +45.5% | +34.9% | +69.5% |
| 5Y | +140.0% | -45.3% | +185.3% | +141.9% |
| 10Y | +155.0% | +102.4% | +52.6% | +124.5% |
| All | +2,112.5% | +1,035.4% | +1,077.1% | +1,094.1% |
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