-1.2%
IQV vs PEGA
-47.2%
+45.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.8% | -0.3% |
| 7D | -5.3% | -5.3% | 0.0% | -4.1% |
| 30D | +5.5% | +8.3% | -2.8% | +3.4% |
| 3M | +41.2% | +8.9% | +32.3% | +37.6% |
| 6M | +50.5% | -19.7% | +70.3% | +56.5% |
| YTD | +14.1% | -39.9% | +54.0% | +25.7% |
| 1Y | +39.9% | -36.4% | +76.3% | +51.2% |
| 3Y | +20.5% | +52.8% | -32.3% | -0.2% |
| 5Y | -1.2% | -45.7% | +44.4% | +3.1% |
| All | -1.2% | -47.2% | +45.9% | +3.1% |
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