+397.6%
IBN vs PEGA
+97.3%
+300.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | +22.1% | -4.1% | +26.2% | +22.8% |
| 3M | +17.1% | -2.8% | +19.9% | +17.2% |
| 6M | +35.5% | -0.4% | +36.0% | +34.2% |
| YTD | +16.8% | -45.4% | +62.2% | +26.9% |
| 1Y | +12.4% | -42.6% | +55.0% | +20.9% |
| 3Y | +58.0% | +45.4% | +12.6% | +31.1% |
| 5Y | +73.7% | -44.6% | +118.3% | +81.6% |
| All | +397.6% | +97.3% | +300.3% | +236.4% |
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