+23.9%
IP vs PEGA
+49.4%
-25.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.3% |
| 7D | -5.3% | +3.3% | -8.6% | -5.5% |
| 30D | -10.9% | +17.7% | -28.6% | -11.9% |
| 3M | +11.2% | +5.8% | +5.4% | +10.5% |
| 6M | -10.2% | -20.3% | +10.0% | -8.9% |
| YTD | -2.0% | -37.1% | +35.2% | +1.2% |
| 1Y | -19.1% | -30.2% | +11.1% | -17.4% |
| All | +23.9% | +49.4% | -25.5% | +16.5% |
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