+13.7%
IGV vs PEGA
-47.0%
+60.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +3.8% |
| 7D | -0.4% | -10.0% | +9.5% | +2.9% |
| 30D | -9.9% | -12.7% | +2.7% | -6.2% |
| 3M | -1.2% | -4.6% | +3.4% | 0.0% |
| 6M | +11.3% | -13.1% | +24.4% | +15.2% |
| YTD | -4.0% | -47.6% | +43.6% | +14.6% |
| 1Y | -7.3% | -47.0% | +39.7% | +10.1% |
| 3Y | +42.8% | +42.0% | +0.7% | +15.8% |
| 5Y | +13.7% | -47.8% | +61.5% | +40.1% |
| All | +13.7% | -47.0% | +60.6% | +40.1% |
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