-3.3%
FISV vs PEGA
+180.6%
-183.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.1% |
| 7D | -7.2% | -5.3% | -1.9% | -5.9% |
| 30D | -7.2% | +8.3% | -15.5% | -9.0% |
| 3M | -8.2% | +8.9% | -17.1% | -10.5% |
| 6M | -17.7% | -19.7% | +2.0% | -14.1% |
| YTD | -27.2% | -39.9% | +12.7% | -19.3% |
| 1Y | -63.0% | -36.4% | -26.6% | -59.5% |
| 3Y | -59.8% | +52.8% | -112.6% | -67.6% |
| 5Y | -55.8% | -45.7% | -10.1% | -51.8% |
| All | -3.3% | +180.6% | -183.8% | -33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling