-97.1%
IRE vs PEGA
-40.4%
-56.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -3.5% | +43.1% | +39.5% |
| 7D | -27.2% | -4.5% | -22.7% | -27.2% |
| 30D | -75.1% | -5.7% | -69.4% | -75.1% |
| 3M | -77.9% | +2.6% | -80.4% | -78.0% |
| 6M | -94.6% | -10.6% | -84.0% | -94.3% |
| YTD | -91.5% | -45.5% | -46.1% | -90.7% |
| 1Y | -97.8% | -44.8% | -53.0% | -97.6% |
| All | -97.1% | -40.4% | -56.7% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling