+364.4%
IGV vs PEGA
+170.9%
+193.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | 0.0% |
| 7D | -1.5% | -6.1% | +4.6% | +0.8% |
| 30D | -3.0% | +6.4% | -9.4% | -5.4% |
| 3M | +9.6% | +2.9% | +6.7% | +7.3% |
| 6M | +16.1% | -23.8% | +40.0% | +26.8% |
| YTD | -3.6% | -41.1% | +37.4% | +14.6% |
| 1Y | -7.8% | -38.2% | +30.4% | +6.7% |
| 3Y | +40.0% | +49.8% | -9.9% | +4.1% |
| 5Y | +21.2% | -48.0% | +69.2% | +38.7% |
| 10Y | +364.4% | +173.1% | +191.3% | +190.7% |
| All | +364.4% | +170.9% | +193.5% | +190.7% |
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