+679.8%
IWF vs PEGA
+2,061.2%
-1,381.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.4% | -0.7% |
| 7D | +5.3% | -4.6% | +9.8% | +5.9% |
| 30D | -8.6% | -6.8% | -1.8% | -7.8% |
| 3M | -6.5% | +2.6% | -9.1% | -7.2% |
| 6M | -5.6% | -5.4% | -0.3% | -5.8% |
| YTD | -1.5% | -46.0% | +44.5% | +5.6% |
| 1Y | -2.8% | -45.6% | +42.8% | +4.0% |
| 3Y | +67.1% | +43.2% | +24.0% | +51.1% |
| 5Y | +57.6% | -45.3% | +102.9% | +58.2% |
| 10Y | +390.4% | +88.9% | +301.5% | +322.2% |
| All | +679.8% | +2,061.2% | -1,381.3% | +385.9% |
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