+214.9%
ICE vs PEGA
+170.9%
+44.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | -0.9% | -6.1% | +5.3% | +0.3% |
| 30D | +4.0% | +6.4% | -2.4% | +2.7% |
| 3M | +11.0% | +2.9% | +8.1% | +9.7% |
| 6M | -5.0% | -23.8% | +18.9% | -1.3% |
| YTD | -2.7% | -41.1% | +38.4% | +5.1% |
| 1Y | -8.6% | -38.2% | +29.6% | -2.5% |
| 3Y | +41.4% | +49.8% | -8.5% | +19.4% |
| 5Y | +39.9% | -48.0% | +87.9% | +48.9% |
| 10Y | +214.9% | +173.1% | +41.7% | +121.9% |
| All | +214.9% | +170.9% | +44.0% | +121.9% |
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