-97.6%
IRE vs PEGA
-41.9%
-55.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +1.3% | -17.1% | -15.8% |
| 7D | -41.9% | -8.2% | -33.7% | -42.0% |
| 30D | -75.1% | -11.6% | -63.5% | -75.1% |
| 3M | -82.4% | -4.2% | -78.2% | -82.5% |
| 6M | -95.5% | -12.0% | -83.6% | -95.3% |
| YTD | -93.1% | -46.9% | -46.2% | -92.4% |
| 1Y | -97.8% | -47.0% | -50.8% | -97.6% |
| All | -97.6% | -41.9% | -55.7% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling