+153.1%
IWM vs PEGA
+107.3%
+45.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.9% |
| 7D | -2.0% | -4.5% | +2.5% | -0.8% |
| 30D | -1.5% | -5.7% | +4.2% | -0.1% |
| 3M | -8.0% | +2.7% | -10.7% | -9.3% |
| 6M | -4.1% | -10.5% | +6.4% | -3.1% |
| YTD | +11.9% | -45.4% | +57.4% | +27.7% |
| 1Y | +15.0% | -44.7% | +59.8% | +30.5% |
| 3Y | +64.2% | +45.7% | +18.5% | +27.1% |
| 5Y | +20.4% | -45.3% | +65.7% | +26.4% |
| All | +153.1% | +107.3% | +45.8% | +69.4% |
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