+13.8%
IP vs PEGA
+48.6%
-34.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.8% |
| 7D | -5.0% | -1.6% | -3.4% | -4.8% |
| 30D | +6.5% | -3.0% | +9.5% | +6.7% |
| 3M | -18.0% | +5.8% | -23.8% | -18.5% |
| 6M | +10.3% | -8.8% | +19.1% | +10.7% |
| YTD | -9.9% | -43.5% | +33.6% | -6.4% |
| 1Y | -1.1% | -43.4% | +42.3% | +2.7% |
| All | +13.8% | +48.6% | -34.8% | +11.9% |
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 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