+1,140.0%
PEGA vs IFF
+295.9%
+844.0%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -1.5% |
| 7D | -6.1% | -3.0% | -3.1% | -4.9% |
| 30D | +6.4% | -0.9% | +7.3% | +6.8% |
| 3M | +2.9% | +11.8% | -8.9% | -2.3% |
| 6M | -23.8% | +16.5% | -40.4% | -30.3% |
| YTD | -41.1% | +26.5% | -67.6% | -48.2% |
| 1Y | -38.2% | +32.7% | -70.9% | -47.0% |
| 3Y | +49.8% | +32.0% | +17.8% | +25.8% |
| 5Y | -48.0% | -36.1% | -11.9% | -41.7% |
| 10Y | +173.1% | -20.1% | +193.2% | +160.3% |
| All | +1,140.0% | +295.9% | +844.0% | +441.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling