+893.6%
ITOT vs PEGA
+1,278.7%
-385.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.1% |
| 7D | -0.4% | -6.1% | +5.8% | +0.9% |
| 30D | -1.6% | +6.4% | -8.0% | -3.0% |
| 3M | +3.5% | +2.9% | +0.6% | +2.0% |
| 6M | +13.1% | -23.8% | +37.0% | +17.8% |
| YTD | +12.7% | -41.1% | +53.8% | +22.7% |
| 1Y | +18.3% | -38.2% | +56.5% | +26.9% |
| 3Y | +76.4% | +49.8% | +26.5% | +48.4% |
| 5Y | +73.8% | -48.0% | +121.8% | +76.1% |
| 10Y | +301.2% | +173.1% | +128.1% | +181.3% |
| All | +893.6% | +1,278.7% | -385.0% | +316.9% |
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