+26.8%
IP vs PEGA
+99.2%
-72.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.9% | +6.8% | +3.6% |
| 7D | -3.0% | -10.0% | +6.9% | -1.3% |
| 30D | +10.6% | -12.7% | +23.3% | +13.0% |
| 3M | -13.6% | -4.6% | -9.0% | -13.3% |
| 6M | +10.4% | -13.1% | +23.5% | +11.8% |
| YTD | -6.5% | -47.6% | +41.1% | +2.5% |
| 1Y | -2.1% | -47.0% | +44.9% | +6.9% |
| 3Y | +22.0% | +42.0% | -20.0% | +3.2% |
| 5Y | -9.7% | -47.8% | +38.1% | -6.1% |
| 10Y | +26.8% | +92.0% | -65.2% | -5.0% |
| All | +26.8% | +99.2% | -72.4% | -5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling