+75.1%
ITOT vs PEGA
-45.0%
+120.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.6% |
| 7D | -0.9% | -3.0% | +2.1% | -0.5% |
| 30D | -1.5% | +15.9% | -17.3% | -3.8% |
| 3M | +3.6% | +10.8% | -7.3% | +1.3% |
| 6M | +13.7% | -16.5% | +30.2% | +15.9% |
| YTD | +12.9% | -39.0% | +52.0% | +20.6% |
| 1Y | +17.2% | -37.3% | +54.5% | +24.0% |
| 3Y | +75.6% | +59.2% | +16.5% | +50.2% |
| All | +75.1% | -45.0% | +120.1% | +86.3% |
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