-63.0%
FISV vs PEGA
-37.1%
-25.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.1% |
| 7D | -7.2% | -5.3% | -1.9% | -5.5% |
| 30D | -7.2% | +8.3% | -15.5% | -9.6% |
| 3M | -8.2% | +8.9% | -17.1% | -11.5% |
| 6M | -17.7% | -19.7% | +2.0% | -13.9% |
| YTD | -27.2% | -39.9% | +12.7% | -17.3% |
| 1Y | -63.0% | -36.4% | -26.6% | -56.2% |
| All | -63.0% | -37.1% | -25.8% | -56.2% |
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