+6,714.6%
IRM vs PEGA
+1,209.2%
+5,505.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | -0.5% | +3.3% | -3.7% | -0.7% |
| 30D | -8.1% | +17.7% | -25.8% | -9.4% |
| 3M | -9.7% | +5.8% | -15.5% | -10.4% |
| 6M | +10.0% | -20.3% | +30.2% | +11.4% |
| YTD | +43.0% | -37.1% | +80.1% | +47.3% |
| 1Y | +32.7% | -30.2% | +62.9% | +35.3% |
| 3Y | +102.7% | +48.1% | +54.6% | +92.2% |
| 5Y | +187.6% | -46.8% | +234.4% | +188.7% |
| 10Y | +420.1% | +191.3% | +228.8% | +364.6% |
| All | +6,714.6% | +1,209.2% | +5,505.3% | +4,782.0% |
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