+439.6%
IRM vs PEGA
+170.9%
+268.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.3% |
| 7D | +3.0% | -6.1% | +9.2% | +4.4% |
| 30D | -5.2% | +6.4% | -11.6% | -6.7% |
| 3M | -8.0% | +2.9% | -10.9% | -9.5% |
| 6M | +9.2% | -23.8% | +33.0% | +14.1% |
| YTD | +41.0% | -41.1% | +82.1% | +54.6% |
| 1Y | +23.3% | -38.2% | +61.5% | +33.1% |
| 3Y | +102.8% | +49.8% | +53.0% | +70.6% |
| 5Y | +192.8% | -48.0% | +240.8% | +202.7% |
| 10Y | +439.6% | +173.1% | +266.5% | +282.1% |
| All | +439.6% | +170.9% | +268.8% | +282.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling