-97.3%
IRE vs PEGA
-47.0%
-50.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.4% | +12.6% | +12.1% |
| 7D | -15.1% | -8.6% | -6.5% | -14.6% |
| 30D | -71.4% | -10.1% | -61.3% | -71.2% |
| 3M | -81.2% | -4.7% | -76.4% | -81.3% |
| 6M | -93.7% | -8.0% | -85.8% | -93.6% |
| YTD | -92.2% | -47.1% | -45.1% | -89.2% |
| 1Y | -97.3% | -47.5% | -49.8% | -96.1% |
| All | -97.3% | -47.0% | -50.2% | -96.1% |
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