+264.9%
ICE vs PEGA
+97.3%
+167.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.2% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +15.1% | -4.1% | +19.2% | +15.8% |
| 3M | +15.4% | -2.8% | +18.2% | +15.6% |
| 6M | +16.1% | -0.4% | +16.6% | +15.0% |
| YTD | +11.4% | -45.4% | +56.7% | +21.7% |
| 1Y | +18.5% | -42.6% | +61.1% | +28.2% |
| 3Y | +70.5% | +45.4% | +25.1% | +44.1% |
| 5Y | +40.9% | -44.6% | +85.5% | +46.2% |
| All | +264.9% | +97.3% | +167.5% | +182.1% |
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