+25.0%
IWM vs PEGA
-35.6%
+60.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | -0.2% |
| 7D | +1.4% | -2.4% | +3.8% | +1.6% |
| 30D | -2.3% | +9.6% | -11.9% | -2.9% |
| 3M | +4.0% | +2.3% | +1.6% | +3.8% |
| 6M | +17.9% | -23.9% | +41.8% | +20.7% |
| YTD | +20.2% | -39.8% | +60.0% | +25.7% |
| 1Y | +25.0% | -37.4% | +62.4% | +29.7% |
| All | +25.0% | -35.6% | +60.5% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling