+129.6%
IEF vs PEGA
+1,855.4%
-1,725.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | -0.2% |
| 7D | +0.1% | -2.4% | +2.5% | 0.0% |
| 30D | -0.7% | +9.6% | -10.4% | -0.5% |
| 3M | -0.4% | +2.3% | -2.8% | -0.3% |
| 6M | -2.5% | -23.9% | +21.4% | -2.9% |
| YTD | -1.6% | -39.8% | +38.2% | -2.4% |
| 1Y | -1.3% | -37.4% | +36.1% | -2.0% |
| 3Y | +10.1% | +53.1% | -43.0% | +12.1% |
| 5Y | -8.3% | -47.2% | +38.9% | -9.1% |
| 10Y | +4.5% | +174.3% | -169.9% | +10.3% |
| All | +129.6% | +1,855.4% | -1,725.7% | +166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling