+20.0%
IWM vs PEGA
-45.3%
+65.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.7% |
| 7D | -2.0% | -4.5% | +2.5% | -1.2% |
| 30D | -1.5% | -5.7% | +4.2% | -0.5% |
| 3M | -8.0% | +2.6% | -10.6% | -8.9% |
| 6M | -4.1% | -10.6% | +6.5% | -3.2% |
| YTD | +11.9% | -45.5% | +57.4% | +23.9% |
| 1Y | +15.0% | -44.8% | +59.8% | +26.8% |
| 3Y | +64.2% | +45.5% | +18.7% | +36.7% |
| All | +20.0% | -45.3% | +65.3% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling