+11.0%
IVV vs PEGA
-45.2%
+56.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.5% |
| 7D | -2.7% | -4.5% | +1.8% | -2.5% |
| 30D | -5.4% | -5.7% | +0.3% | -5.1% |
| 3M | -4.1% | +2.7% | -6.7% | -4.3% |
| 6M | +0.7% | -10.5% | +11.2% | +1.4% |
| YTD | +8.7% | -45.4% | +54.2% | +14.6% |
| 1Y | +11.0% | -44.7% | +55.7% | +16.5% |
| All | +11.0% | -45.2% | +56.2% | +16.5% |
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