-48.7%
IONS vs PEGA
-12.1%
-36.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +1.6% |
| 7D | -9.4% | -4.5% | -4.9% | -9.4% |
| 30D | -10.7% | -5.7% | -5.1% | -10.7% |
| 3M | -27.7% | +2.6% | -30.2% | -27.2% |
| 6M | -48.7% | -10.6% | -38.1% | -49.7% |
| All | -48.7% | -12.1% | -36.6% | -49.7% |
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 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 · 6 months rolling