+949.2%
IGV vs PEGA
+3,912.4%
-2,963.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -1.3% | -8.6% | +7.4% | +0.9% |
| 30D | -8.1% | -10.1% | +2.0% | -5.8% |
| 3M | -1.6% | -4.7% | +3.1% | -0.7% |
| 6M | +12.7% | -8.0% | +20.7% | +14.3% |
| YTD | -3.3% | -47.1% | +43.9% | +11.6% |
| 1Y | -7.9% | -47.5% | +39.6% | +6.3% |
| 3Y | +40.3% | +40.2% | +0.1% | +21.2% |
| 5Y | +17.3% | -45.7% | +63.1% | +22.3% |
| 10Y | +362.3% | +85.1% | +277.2% | +270.8% |
| All | +949.2% | +3,912.4% | -2,963.3% | +304.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling