+173.1%
PEGA vs IAG
+401.0%
-227.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.3% |
| 7D | -6.1% | +1.7% | -7.8% | -6.2% |
| 30D | +6.4% | +11.4% | -5.1% | +5.6% |
| 3M | +2.9% | +33.0% | -30.1% | +0.7% |
| 6M | -23.8% | -6.0% | -17.8% | -24.0% |
| YTD | -41.1% | +24.6% | -65.6% | -42.5% |
| 1Y | -38.2% | +105.0% | -143.2% | -41.9% |
| 3Y | +49.8% | +837.9% | -788.1% | +25.7% |
| 5Y | -48.0% | +817.0% | -865.0% | -57.3% |
| 10Y | +173.1% | +425.3% | -252.2% | +120.5% |
| All | +173.1% | +401.0% | -227.8% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling