+535.9%
IQV vs PEGA
+457.1%
+78.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.1% |
| 7D | +2.3% | +3.3% | -1.0% | +1.4% |
| 30D | +13.4% | +17.7% | -4.3% | +8.1% |
| 3M | +43.3% | +5.8% | +37.5% | +39.9% |
| 6M | +50.5% | -20.3% | +70.8% | +58.5% |
| YTD | +18.8% | -37.1% | +55.9% | +32.5% |
| 1Y | +45.5% | -30.2% | +75.7% | +56.2% |
| 3Y | +19.4% | +48.1% | -28.7% | -5.0% |
| 5Y | +1.7% | -46.8% | +48.5% | +6.8% |
| 10Y | +247.9% | +191.3% | +56.6% | +130.8% |
| All | +535.9% | +457.1% | +78.7% | +266.9% |
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