+306.5%
IVV vs PEGA
+101.4%
+205.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.1% |
| 7D | -2.7% | -4.5% | +1.8% | -1.8% |
| 30D | -5.4% | -5.7% | +0.3% | -4.4% |
| 3M | -4.1% | +2.6% | -6.6% | -5.1% |
| 6M | +0.7% | -10.6% | +11.3% | +1.6% |
| YTD | +8.7% | -45.5% | +54.2% | +20.7% |
| 1Y | +11.0% | -44.8% | +55.8% | +22.7% |
| 3Y | +75.4% | +45.5% | +29.9% | +42.8% |
| 5Y | +68.3% | -45.3% | +113.6% | +75.6% |
| All | +306.5% | +101.4% | +205.1% | +198.6% |
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