+160.9%
IP vs PEGA
+1,076.4%
-915.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.7% |
| 7D | -5.0% | -1.6% | -3.4% | -4.8% |
| 30D | +6.5% | -3.0% | +9.5% | +6.8% |
| 3M | -18.0% | +5.8% | -23.8% | -18.6% |
| 6M | +10.3% | -8.8% | +19.1% | +10.7% |
| YTD | -9.9% | -43.5% | +33.6% | -5.8% |
| 1Y | -1.1% | -43.4% | +42.3% | +3.4% |
| 3Y | +13.0% | +48.6% | -35.6% | +4.6% |
| 5Y | -12.3% | -43.3% | +31.1% | -12.9% |
| 10Y | +26.8% | +109.7% | -82.8% | +10.3% |
| All | +160.9% | +1,076.4% | -915.5% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling