+53.1%
PEGA vs IAG
+797.8%
-744.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -4.0% |
| 7D | -2.4% | +4.3% | -6.7% | -2.8% |
| 30D | +9.6% | +9.8% | -0.1% | +8.6% |
| 3M | +2.3% | +28.9% | -26.6% | -0.4% |
| 6M | -23.9% | -7.6% | -16.3% | -23.7% |
| YTD | -39.8% | +22.0% | -61.7% | -41.9% |
| 1Y | -37.4% | +99.5% | -136.9% | -43.2% |
| 3Y | +53.1% | +818.3% | -765.1% | +6.4% |
| All | +53.1% | +797.8% | -744.6% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling