-0.8%
IOT vs PEGA
-36.0%
+35.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -1.0% |
| 7D | -4.5% | -3.0% | -1.5% | -3.0% |
| 30D | -2.4% | +15.9% | -18.3% | -10.5% |
| 3M | +19.0% | +10.8% | +8.1% | +10.8% |
| 6M | +19.6% | -16.5% | +36.1% | +27.0% |
| YTD | +8.3% | -39.0% | +47.3% | +31.1% |
| 1Y | -0.8% | -37.3% | +36.5% | +17.3% |
| All | -0.8% | -36.0% | +35.2% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling