+770.9%
IWM vs PEGA
+2,017.3%
-1,246.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.3% | -8.6% | +8.3% | +1.2% |
| 30D | +1.9% | -10.1% | +12.0% | +3.6% |
| 3M | -5.7% | -4.7% | -1.0% | -5.3% |
| 6M | -0.3% | -8.0% | +7.7% | 0.0% |
| YTD | +15.8% | -47.1% | +62.9% | +26.2% |
| 1Y | +17.1% | -47.5% | +64.5% | +27.6% |
| 3Y | +73.1% | +40.2% | +32.8% | +53.9% |
| 5Y | +25.9% | -45.7% | +71.6% | +26.7% |
| 10Y | +151.9% | +85.1% | +66.9% | +109.2% |
| All | +770.9% | +2,017.3% | -1,246.4% | +413.5% |
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