+13.8%
IBN vs PEGA
-47.0%
+60.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +11.1% | -8.6% | +19.8% | +11.6% |
| 30D | +23.9% | -10.1% | +33.9% | +24.5% |
| 3M | +16.3% | -4.7% | +21.1% | +16.6% |
| 6M | +34.2% | -8.0% | +42.2% | +34.2% |
| YTD | +17.6% | -47.1% | +64.7% | +20.5% |
| 1Y | +13.8% | -47.5% | +61.3% | +16.7% |
| All | +13.8% | -47.0% | +60.9% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling