+56.5%
IOT vs PEGA
-36.3%
+92.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.6% | -2.6% |
| 7D | +5.1% | -6.1% | +11.2% | +8.5% |
| 30D | -3.0% | +6.4% | -9.4% | -6.4% |
| 3M | +15.0% | +2.9% | +12.0% | +12.5% |
| 6M | +13.1% | -23.8% | +37.0% | +28.7% |
| YTD | +9.0% | -41.1% | +50.1% | +39.4% |
| 1Y | +0.1% | -38.2% | +38.4% | +23.9% |
| 3Y | +26.4% | +49.8% | -23.4% | -10.9% |
| All | +56.5% | -36.3% | +92.7% | +99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling