-82.0%
IRE vs PEGA
-34.1%
-47.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -4.2% | +14.4% | +10.4% |
| 7D | +58.9% | -2.4% | +61.3% | +59.0% |
| 30D | +17.2% | +9.6% | +7.5% | +16.5% |
| 3M | -58.6% | +2.3% | -60.9% | -57.1% |
| 6M | -23.5% | -23.9% | +0.4% | -12.7% |
| YTD | -47.4% | -39.8% | -7.7% | -42.5% |
| All | -82.0% | -34.1% | -47.9% | -79.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling