+15.9%
IP vs PEGA
+94.9%
-79.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.1% | -2.4% |
| 7D | -0.9% | -4.6% | +3.7% | -0.2% |
| 30D | +6.7% | -6.8% | +13.5% | +7.8% |
| 3M | -16.6% | +2.6% | -19.1% | -17.3% |
| 6M | +6.0% | -5.4% | +11.4% | +5.8% |
| YTD | -10.7% | -46.0% | +35.4% | -2.5% |
| 1Y | -6.7% | -45.6% | +38.9% | +1.5% |
| 3Y | +17.1% | +43.2% | -26.0% | -1.0% |
| 5Y | -14.6% | -45.3% | +30.7% | -12.0% |
| All | +15.9% | +94.9% | -79.0% | -16.6% |
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 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