-61.1%
FISV vs PEGA
-30.0%
-31.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -0.3% | +3.3% | -3.6% | -1.4% |
| 30D | -2.1% | +17.7% | -19.8% | -7.1% |
| 3M | -5.7% | +5.8% | -11.5% | -8.5% |
| 6M | -15.3% | -20.3% | +4.9% | -11.6% |
| YTD | -21.1% | -37.1% | +16.0% | -12.0% |
| 1Y | -61.1% | -30.2% | -30.9% | -55.5% |
| All | -61.1% | -30.0% | -31.1% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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