+172.4%
PEGA vs IFF
-20.3%
+192.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -3.0% | -3.2% | +0.2% | -1.8% |
| 30D | +15.9% | -0.3% | +16.2% | +16.0% |
| 3M | +10.8% | +8.4% | +2.4% | +7.1% |
| 6M | -16.5% | +23.0% | -39.5% | -24.6% |
| YTD | -39.0% | +25.5% | -64.5% | -45.5% |
| 1Y | -37.3% | +29.1% | -66.3% | -44.9% |
| 3Y | +59.2% | +31.7% | +27.5% | +35.2% |
| 5Y | -44.9% | -35.2% | -9.7% | -38.5% |
| All | +172.4% | -20.3% | +192.7% | +157.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling