+808.3%
IWM vs PEGA
+2,417.7%
-1,609.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.4% |
| 7D | +0.1% | +3.3% | -3.2% | -0.5% |
| 30D | -1.3% | +17.7% | -19.0% | -4.1% |
| 3M | +1.6% | +5.8% | -4.2% | -0.1% |
| 6M | +13.6% | -20.3% | +33.8% | +16.6% |
| YTD | +20.8% | -37.1% | +57.9% | +28.1% |
| 1Y | +26.4% | -30.2% | +56.6% | +31.2% |
| 3Y | +60.7% | +48.1% | +12.6% | +41.9% |
| 5Y | +38.2% | -46.8% | +85.0% | +39.7% |
| 10Y | +169.5% | +191.3% | -21.8% | +109.3% |
| All | +808.3% | +2,417.7% | -1,609.5% | +421.6% |
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