+55.6%
IOT vs PEGA
-35.0%
+90.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.6% |
| 7D | -0.8% | -5.3% | +4.5% | +2.0% |
| 30D | -4.7% | +8.3% | -13.0% | -8.8% |
| 3M | +17.8% | +8.9% | +8.8% | +11.9% |
| 6M | +16.8% | -19.7% | +36.6% | +29.4% |
| YTD | +8.4% | -39.9% | +48.3% | +37.2% |
| 1Y | -0.8% | -36.4% | +35.6% | +20.9% |
| 3Y | +25.7% | +52.8% | -27.1% | -12.3% |
| All | +55.6% | -35.0% | +90.6% | +96.4% |
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