+387.3%
IWF vs PEGA
+97.3%
+290.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -7.5% | -4.1% | -3.4% | -6.8% |
| 3M | -8.5% | -2.8% | -5.7% | -8.5% |
| 6M | -7.4% | -0.4% | -7.0% | -9.1% |
| YTD | -2.6% | -45.4% | +42.7% | +10.5% |
| 1Y | -1.8% | -42.6% | +40.8% | +9.7% |
| 3Y | +65.5% | +45.4% | +20.0% | +29.1% |
| 5Y | +55.8% | -44.6% | +100.4% | +63.3% |
| All | +387.3% | +97.3% | +290.0% | +245.2% |
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