+205.0%
IWD vs PEGA
+99.2%
+105.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +2.7% |
| 7D | +1.3% | -10.0% | +11.2% | +3.1% |
| 30D | +3.6% | -12.7% | +16.3% | +5.9% |
| 3M | +2.3% | -4.6% | +6.9% | +2.7% |
| 6M | +13.0% | -13.1% | +26.1% | +14.5% |
| YTD | +26.2% | -47.6% | +73.8% | +38.6% |
| 1Y | +30.5% | -47.0% | +77.5% | +42.9% |
| 3Y | +86.2% | +42.0% | +44.2% | +56.4% |
| 5Y | +72.9% | -47.8% | +120.7% | +80.5% |
| 10Y | +205.0% | +92.0% | +113.1% | +131.2% |
| All | +205.0% | +99.2% | +105.9% | +131.2% |
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