-98.0%
IRE vs PEGA
-40.3%
-57.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.2% | -15.6% | -14.3% |
| 7D | -31.8% | +0.1% | -31.9% | -31.8% |
| 30D | -71.8% | -4.1% | -67.6% | -71.7% |
| 3M | -88.9% | -2.8% | -86.1% | -88.9% |
| 6M | -95.4% | -0.4% | -94.9% | -95.3% |
| YTD | -94.2% | -45.4% | -48.8% | -93.7% |
| 1Y | -97.1% | -42.6% | -54.5% | -96.7% |
| All | -98.0% | -40.3% | -57.8% | -97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling