+517.3%
IRM vs PEGA
+97.3%
+419.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | +6.8% | +0.1% | +6.7% | +6.7% |
| 30D | +2.6% | -4.1% | +6.7% | +3.3% |
| 3M | -9.5% | -2.8% | -6.6% | -9.6% |
| 6M | -8.5% | -0.4% | -8.0% | -10.0% |
| YTD | +40.3% | -45.4% | +85.7% | +55.7% |
| 1Y | +28.7% | -42.6% | +71.3% | +41.1% |
| 3Y | +111.8% | +45.4% | +66.4% | +77.7% |
| 5Y | +189.1% | -44.6% | +233.7% | +192.5% |
| All | +517.3% | +97.3% | +419.9% | +362.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling