-56.3%
INIO vs PEGA
+0.5%
-56.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.5% | 0.0% | -19.5% | -19.5% |
| 7D | -19.7% | -2.9% | -16.8% | -20.5% |
| 30D | -22.3% | -0.5% | -21.8% | -22.3% |
| 3M | -46.1% | +8.5% | -54.6% | -45.1% |
| All | -56.3% | +0.5% | -56.8% | -57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling