+11.3%
IVV vs PEGA
-46.9%
+58.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.4% |
| 7D | -0.6% | -8.2% | +7.6% | -0.2% |
| 30D | -3.7% | -11.6% | +7.9% | -3.2% |
| 3M | -2.7% | -4.2% | +1.4% | -2.7% |
| 6M | +2.2% | -12.0% | +14.2% | +2.9% |
| YTD | +10.9% | -46.9% | +57.8% | +16.7% |
| 1Y | +11.3% | -47.0% | +58.3% | +17.0% |
| All | +11.3% | -46.9% | +58.2% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling