+67.5%
IBN vs PEGA
-45.3%
+112.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.7% | +4.5% |
| 7D | +15.1% | -4.5% | +19.6% | +15.5% |
| 30D | +21.6% | -5.7% | +27.3% | +22.2% |
| 3M | +11.2% | +2.7% | +8.5% | +10.7% |
| 6M | +27.8% | -10.5% | +38.3% | +28.3% |
| YTD | +14.7% | -45.4% | +60.1% | +19.9% |
| 1Y | +14.4% | -44.7% | +59.1% | +19.4% |
| 3Y | +52.1% | +45.7% | +6.4% | +37.3% |
| All | +67.5% | -45.3% | +112.7% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling