+40.6%
ICE vs PEGA
-47.9%
+88.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -1.7% |
| 7D | -1.2% | -2.4% | +1.2% | -0.9% |
| 30D | +5.0% | +9.6% | -4.7% | +3.7% |
| 3M | +13.9% | +2.3% | +11.5% | +13.1% |
| 6M | -4.4% | -23.9% | +19.5% | -1.9% |
| YTD | -1.9% | -39.8% | +37.9% | +2.9% |
| 1Y | -8.1% | -37.4% | +29.3% | -4.3% |
| 3Y | +42.5% | +53.1% | -10.6% | +27.9% |
| 5Y | +40.6% | -47.2% | +87.9% | +46.4% |
| All | +40.6% | -47.9% | +88.6% | +46.4% |
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