+388.7%
IBN vs PEGA
+94.5%
+294.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +11.1% | -8.6% | +19.8% | +12.7% |
| 30D | +23.9% | -10.1% | +33.9% | +25.8% |
| 3M | +16.3% | -4.7% | +21.1% | +16.7% |
| 6M | +34.2% | -8.0% | +42.2% | +34.6% |
| YTD | +17.6% | -47.1% | +64.7% | +28.4% |
| 1Y | +13.8% | -47.5% | +61.3% | +24.3% |
| 3Y | +57.0% | +40.2% | +16.8% | +31.1% |
| 5Y | +75.3% | -45.7% | +121.1% | +83.5% |
| 10Y | +388.7% | +85.1% | +303.6% | +230.3% |
| All | +388.7% | +94.5% | +294.2% | +230.3% |
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