+14.8%
IP vs PEGA
+43.4%
-28.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.1% |
| 7D | -5.1% | -4.5% | -0.5% | -4.7% |
| 30D | +8.5% | -5.7% | +14.2% | +8.9% |
| 3M | -13.8% | +2.6% | -16.4% | -14.1% |
| 6M | +5.7% | -10.6% | +16.3% | +6.2% |
| YTD | -9.1% | -45.5% | +36.4% | -5.3% |
| 1Y | -0.8% | -44.8% | +44.0% | +3.1% |
| 3Y | +14.8% | +45.5% | -30.7% | +13.1% |
| All | +14.8% | +43.4% | -28.6% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling