+529.6%
IQV vs PEGA
+384.1%
+145.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.6% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +1.2% | -4.1% | +5.3% | +2.1% |
| 3M | +9.8% | -2.8% | +12.6% | +10.0% |
| 6M | +53.8% | -0.4% | +54.2% | +51.7% |
| YTD | +17.6% | -45.4% | +63.0% | +35.8% |
| 1Y | +18.6% | -42.6% | +61.2% | +34.7% |
| 3Y | +36.9% | +45.4% | -8.5% | +8.5% |
| 5Y | +4.1% | -44.6% | +48.7% | +6.3% |
| 10Y | +243.7% | +91.2% | +152.5% | +149.6% |
| All | +529.6% | +384.1% | +145.5% | +276.0% |
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 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