-97.2%
IRE vs PEGA
-42.7%
-54.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -2.6% |
| 7D | -15.5% | -10.0% | -5.5% | -15.7% |
| 30D | -70.4% | -12.7% | -57.7% | -70.4% |
| 3M | -81.6% | -4.6% | -77.0% | -81.7% |
| 6M | -94.7% | -13.1% | -81.6% | -94.4% |
| YTD | -91.8% | -47.6% | -44.2% | -91.0% |
| 1Y | -97.6% | -47.0% | -50.5% | -97.3% |
| All | -97.2% | -42.7% | -54.5% | -96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling