-31.2%
IONS vs PEGA
+92.7%
-123.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.3% | -10.3% | -9.3% |
| 7D | -30.3% | -8.2% | -22.0% | -28.8% |
| 30D | -37.7% | -11.6% | -26.2% | -36.0% |
| 3M | -50.5% | -4.2% | -46.3% | -50.2% |
| 6M | -62.8% | -12.0% | -50.8% | -62.2% |
| YTD | -64.4% | -46.9% | -17.5% | -60.0% |
| 1Y | -59.5% | -47.0% | -12.5% | -54.5% |
| 3Y | -39.2% | +40.9% | -80.1% | -51.6% |
| 5Y | -15.3% | -45.4% | +30.0% | -10.1% |
| 10Y | -31.2% | +95.9% | -127.1% | -54.2% |
| All | -31.2% | +92.7% | -123.9% | -54.2% |
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 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