+352.1%
IDXX vs PEGA
+184.6%
+167.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.8% |
| 7D | -5.7% | -3.0% | -2.7% | -4.9% |
| 30D | -11.5% | +15.9% | -27.4% | -15.4% |
| 3M | -9.5% | +10.8% | -20.4% | -13.0% |
| 6M | -16.0% | -16.5% | +0.5% | -12.8% |
| YTD | -25.4% | -39.0% | +13.6% | -16.1% |
| 1Y | -21.8% | -37.3% | +15.5% | -13.5% |
| 3Y | +7.0% | +59.2% | -52.1% | -20.8% |
| 5Y | -26.0% | -44.9% | +18.9% | -21.9% |
| All | +352.1% | +184.6% | +167.4% | +190.3% |
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 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