-7.8%
IGV vs PEGA
-38.8%
+31.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.3% |
| 3M | +9.6% | +2.9% | +6.7% | +7.4% |
| 6M | +16.1% | -23.8% | +40.0% | +25.1% |
| YTD | -3.6% | -41.1% | +37.4% | +9.9% |
| 1Y | -7.8% | -38.2% | +30.4% | +4.5% |
| All | -7.8% | -38.8% | +31.0% | +4.5% |
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