+728.9%
IWD vs PEGA
+2,083.5%
-1,354.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.1% |
| 7D | -0.5% | -4.5% | +4.0% | +0.1% |
| 30D | +2.7% | -5.7% | +8.3% | +3.3% |
| 3M | +0.9% | +2.6% | -1.7% | +0.3% |
| 6M | +10.5% | -10.6% | +21.1% | +11.2% |
| YTD | +23.7% | -45.5% | +69.2% | +30.9% |
| 1Y | +28.7% | -44.8% | +73.5% | +35.9% |
| 3Y | +79.7% | +45.5% | +34.2% | +63.9% |
| 5Y | +69.7% | -45.3% | +115.0% | +69.0% |
| 10Y | +211.4% | +102.4% | +109.0% | +165.3% |
| All | +728.9% | +2,083.5% | -1,354.5% | +444.8% |
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