+264.8%
ICE vs PEGA
+94.5%
+170.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +3.2% | -8.6% | +11.9% | +4.9% |
| 30D | +14.7% | -10.1% | +24.8% | +16.7% |
| 3M | +19.8% | -4.7% | +24.5% | +20.4% |
| 6M | +15.2% | -8.0% | +23.2% | +15.7% |
| YTD | +12.7% | -47.1% | +59.8% | +23.9% |
| 1Y | +20.4% | -47.5% | +67.9% | +32.3% |
| 3Y | +70.8% | +40.2% | +30.5% | +45.2% |
| 5Y | +43.9% | -45.7% | +89.7% | +49.7% |
| 10Y | +264.8% | +85.1% | +179.7% | +182.0% |
| All | +264.8% | +94.5% | +170.3% | +182.0% |
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