-42.5%
IONS vs PEGA
+94.9%
-137.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -4.0% |
| 7D | -29.6% | -4.6% | -25.1% | -28.8% |
| 30D | -35.6% | -6.8% | -28.8% | -34.5% |
| 3M | -51.7% | +2.6% | -54.2% | -52.1% |
| 6M | -64.0% | -5.4% | -58.6% | -64.1% |
| YTD | -65.5% | -46.0% | -19.4% | -61.4% |
| 1Y | -62.4% | -45.6% | -16.8% | -58.1% |
| 3Y | -41.1% | +43.2% | -84.2% | -53.2% |
| 5Y | -16.5% | -45.3% | +28.8% | -11.0% |
| All | -42.5% | +94.9% | -137.4% | -61.1% |
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