-60.0%
FISV vs PEGA
+49.1%
-109.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.2% | -4.0% |
| 7D | -6.4% | -6.1% | -0.3% | -5.5% |
| 30D | -6.8% | +6.4% | -13.2% | -7.7% |
| 3M | -10.0% | +2.9% | -12.9% | -10.8% |
| 6M | -20.6% | -23.8% | +3.2% | -18.6% |
| YTD | -27.6% | -41.1% | +13.5% | -24.1% |
| 1Y | -64.3% | -38.2% | -26.1% | -62.6% |
| All | -60.0% | +49.1% | -109.1% | -63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling