+236.7%
IQV vs PEGA
+184.6%
+52.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.3% |
| 7D | -2.2% | -3.0% | +0.8% | -1.3% |
| 30D | +8.3% | +15.9% | -7.6% | +3.4% |
| 3M | +44.6% | +10.8% | +33.7% | +39.0% |
| 6M | +52.6% | -16.5% | +69.1% | +58.9% |
| YTD | +16.1% | -39.0% | +55.2% | +31.7% |
| 1Y | +37.3% | -37.3% | +74.5% | +53.0% |
| 3Y | +21.6% | +59.2% | -37.6% | -8.5% |
| 5Y | +0.5% | -44.9% | +45.4% | +7.9% |
| All | +236.7% | +184.6% | +52.1% | +135.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling