+35.5%
ICE vs PEGA
-45.3%
+80.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.6% |
| 7D | +2.0% | -4.5% | +6.5% | +2.6% |
| 30D | +12.9% | -5.7% | +18.6% | +13.6% |
| 3M | +15.4% | +2.7% | +12.8% | +14.8% |
| 6M | +13.1% | -10.5% | +23.6% | +13.8% |
| YTD | +7.5% | -45.4% | +52.9% | +13.9% |
| 1Y | +18.3% | -44.7% | +63.1% | +25.1% |
| 3Y | +65.9% | +45.7% | +20.2% | +49.5% |
| All | +35.5% | -45.3% | +80.8% | +40.3% |
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