-83.7%
IRE vs PEGA
-31.2%
-52.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.0% | +14.9% | +14.0% |
| 7D | +54.8% | +3.3% | +51.5% | +54.6% |
| 30D | +18.4% | +17.7% | +0.6% | +17.3% |
| 3M | -66.7% | +5.8% | -72.5% | -65.4% |
| 6M | -52.3% | -20.3% | -32.1% | -45.8% |
| YTD | -52.3% | -37.1% | -15.2% | -48.0% |
| All | -83.7% | -31.2% | -52.4% | -81.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling