+75.6%
IVV vs PEGA
-45.8%
+121.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -0.9% | -8.6% | +7.7% | +0.3% |
| 30D | -2.3% | -10.1% | +7.7% | -1.0% |
| 3M | -1.2% | -4.7% | +3.6% | -0.9% |
| 6M | +3.3% | -8.0% | +11.3% | +3.6% |
| YTD | +12.3% | -47.1% | +59.5% | +21.5% |
| 1Y | +12.5% | -47.5% | +60.0% | +21.7% |
| 3Y | +79.2% | +40.2% | +38.9% | +57.5% |
| 5Y | +75.6% | -45.7% | +121.4% | +82.0% |
| All | +75.6% | -45.8% | +121.5% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling