+27.4%
FISV vs PEGA
+97.3%
-69.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.4% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +38.4% | -4.1% | +42.6% | +39.6% |
| 3M | +14.9% | -2.8% | +17.7% | +15.4% |
| 6M | +21.8% | -0.4% | +22.2% | +20.9% |
| YTD | -5.0% | -45.4% | +40.3% | +7.6% |
| 1Y | -1.2% | -42.6% | +41.5% | +10.5% |
| 3Y | -47.5% | +45.4% | -92.9% | -57.6% |
| 5Y | -36.7% | -44.6% | +7.9% | -32.4% |
| All | +27.4% | +97.3% | -69.9% | -10.3% |
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