-30.2%
PEGA vs IFF
+34.4%
-64.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | +3.3% | -1.8% | +5.1% | +3.6% |
| 30D | +17.7% | -2.0% | +19.7% | +18.0% |
| 3M | +5.8% | +18.5% | -12.7% | +3.4% |
| 6M | -20.3% | +11.7% | -31.9% | -20.8% |
| YTD | -37.1% | +29.6% | -66.7% | -39.2% |
| 1Y | -30.2% | +35.0% | -65.2% | -32.4% |
| All | -30.2% | +34.4% | -64.6% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling