-11.4%
IONS vs PEGA
-44.5%
+33.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.2% | +5.2% | +6.3% |
| 7D | -26.3% | +0.1% | -26.4% | -26.2% |
| 30D | -31.9% | -4.1% | -27.8% | -31.5% |
| 3M | -48.0% | -2.8% | -45.2% | -47.9% |
| 6M | -62.6% | -0.4% | -62.1% | -62.8% |
| YTD | -63.3% | -45.4% | -17.9% | -60.7% |
| 1Y | -58.4% | -42.6% | -15.8% | -55.9% |
| 3Y | -38.2% | +45.4% | -83.6% | -45.5% |
| All | -11.4% | -44.5% | +33.1% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling