-59.2%
INIO vs PEGA
-7.7%
-51.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.3% | -8.9% | -7.2% |
| 7D | -24.8% | -8.2% | -16.6% | -26.8% |
| 30D | -30.4% | -11.6% | -18.9% | -33.1% |
| 3M | -49.2% | -4.2% | -45.1% | -49.9% |
| All | -59.2% | -7.7% | -51.5% | -61.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling