+314.2%
IBN vs PEGA
+170.9%
+143.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -1.4% |
| 7D | -5.1% | -6.1% | +1.0% | -4.1% |
| 30D | -3.5% | +6.4% | -9.9% | -4.6% |
| 3M | +11.3% | +2.9% | +8.4% | +10.1% |
| 6M | +4.4% | -23.8% | +28.3% | +8.1% |
| YTD | -1.8% | -41.1% | +39.3% | +5.5% |
| 1Y | -8.0% | -38.2% | +30.2% | -2.5% |
| 3Y | +27.1% | +49.8% | -22.8% | +5.9% |
| 5Y | +54.5% | -48.0% | +102.5% | +66.3% |
| 10Y | +314.2% | +173.1% | +141.1% | +186.0% |
| All | +314.2% | +170.9% | +143.4% | +186.0% |
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