+1,541.1%
PEGA vs IAG
+299.6%
+1,241.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.1% | +7.2% | +2.4% |
| 7D | -4.6% | -2.1% | -2.5% | -4.5% |
| 30D | -6.8% | -6.2% | -0.6% | -6.6% |
| 3M | +2.6% | -5.1% | +7.7% | +2.5% |
| 6M | -5.4% | -10.0% | +4.6% | -5.4% |
| YTD | -46.0% | +3.9% | -50.0% | -47.0% |
| 1Y | -45.6% | +18.9% | -64.5% | -47.2% |
| 3Y | +43.2% | +651.8% | -608.6% | +18.3% |
| 5Y | -45.3% | +416.3% | -461.5% | -54.8% |
| 10Y | +88.9% | +377.4% | -288.6% | +48.2% |
| All | +1,541.1% | +299.6% | +1,241.5% | +915.5% |
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 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