-53.1%
FISV vs PEGA
-45.0%
-8.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.5% | +4.0% | +5.2% |
| 7D | -2.7% | -3.0% | +0.3% | -2.1% |
| 30D | 0.0% | +15.9% | -15.9% | -2.4% |
| 3M | -2.8% | +10.8% | -13.6% | -4.8% |
| 6M | -11.8% | -16.5% | +4.7% | -10.0% |
| YTD | -23.2% | -39.0% | +15.8% | -18.4% |
| 1Y | -62.0% | -37.3% | -24.7% | -59.7% |
| 3Y | -57.6% | +59.2% | -116.8% | -62.9% |
| All | -53.1% | -45.0% | -8.2% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling