+42.8%
IGV vs PEGA
+37.6%
+5.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +3.7% |
| 7D | -0.4% | -10.0% | +9.5% | +2.5% |
| 30D | -9.9% | -12.7% | +2.7% | -6.6% |
| 3M | -1.2% | -4.6% | +3.4% | -0.1% |
| 6M | +11.3% | -13.1% | +24.4% | +14.7% |
| YTD | -4.0% | -47.6% | +43.6% | +10.9% |
| 1Y | -7.3% | -47.0% | +39.7% | +6.7% |
| 3Y | +42.8% | +42.0% | +0.7% | +32.3% |
| All | +42.8% | +37.6% | +5.1% | +32.3% |
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 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