+22.0%
IGV vs PEGA
-47.9%
+69.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.3% | -0.5% |
| 7D | -3.3% | -2.4% | -0.9% | -2.6% |
| 30D | 0.0% | +9.6% | -9.7% | -3.0% |
| 3M | +7.3% | +2.3% | +5.0% | +5.7% |
| 6M | +16.7% | -23.9% | +40.6% | +25.5% |
| YTD | -2.8% | -39.8% | +36.9% | +11.3% |
| 1Y | -6.7% | -37.4% | +30.7% | +5.0% |
| 3Y | +41.1% | +53.1% | -12.0% | +12.1% |
| 5Y | +22.0% | -47.2% | +69.2% | +50.1% |
| All | +22.0% | -47.9% | +69.9% | +50.1% |
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 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