+26.5%
IP vs PEGA
+101.4%
-74.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.4% |
| 7D | -5.1% | -4.5% | -0.5% | -4.3% |
| 30D | +8.5% | -5.7% | +14.2% | +9.5% |
| 3M | -13.8% | +2.6% | -16.4% | -14.5% |
| 6M | +5.7% | -10.6% | +16.3% | +6.6% |
| YTD | -9.1% | -45.5% | +36.4% | -1.0% |
| 1Y | -0.8% | -44.8% | +44.0% | +7.7% |
| 3Y | +14.8% | +45.5% | -30.7% | -3.2% |
| 5Y | -11.5% | -45.3% | +33.8% | -8.8% |
| All | +26.5% | +101.4% | -74.9% | -5.9% |
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