+15.4%
IWM vs PEGA
-46.7%
+62.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.8% |
| 7D | +2.8% | -4.6% | +7.3% | +3.1% |
| 30D | +0.6% | -6.8% | +7.4% | +1.1% |
| 3M | -7.8% | +2.6% | -10.3% | -8.1% |
| 6M | -1.0% | -5.4% | +4.4% | -0.8% |
| YTD | +13.9% | -46.0% | +59.9% | +21.1% |
| 1Y | +15.4% | -45.6% | +61.1% | +22.4% |
| All | +15.4% | -46.7% | +62.2% | +22.4% |
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 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