+1,811.8%
PEGA vs IAG
+377.5%
+1,434.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.8% |
| 7D | +3.3% | -0.5% | +3.8% | +3.3% |
| 30D | +17.7% | +28.9% | -11.1% | +15.4% |
| 3M | +5.8% | +19.1% | -13.3% | +4.0% |
| 6M | -20.3% | -10.3% | -10.0% | -20.2% |
| YTD | -37.1% | +24.2% | -61.3% | -38.9% |
| 1Y | -30.2% | +116.5% | -146.7% | -35.2% |
| 3Y | +48.1% | +742.8% | -694.7% | +21.5% |
| 5Y | -46.8% | +753.3% | -800.1% | -57.6% |
| 10Y | +191.3% | +403.2% | -211.9% | +127.7% |
| All | +1,811.8% | +377.5% | +1,434.4% | +1,071.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling