+22.7%
IONS vs PEGA
+101.6%
-78.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +2.4% |
| 7D | -9.4% | -4.5% | -4.9% | -8.6% |
| 30D | -10.7% | -5.7% | -5.1% | -9.7% |
| 3M | -27.7% | +2.7% | -30.3% | -28.5% |
| 6M | -48.7% | -10.5% | -38.2% | -48.3% |
| YTD | -50.2% | -45.4% | -4.7% | -44.4% |
| 1Y | -46.8% | -44.7% | -2.1% | -41.0% |
| 3Y | -14.8% | +45.7% | -60.5% | -33.0% |
| 5Y | +17.0% | -45.3% | +62.3% | +24.8% |
| All | +22.7% | +101.6% | -78.9% | -27.7% |
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