+735.8%
IVV vs PEGA
+2,000.7%
-1,264.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -4.1% |
| 7D | -4.8% | -1.6% | -3.2% | -4.6% |
| 30D | -5.9% | -3.0% | -2.9% | -5.6% |
| 3M | -4.5% | +5.8% | -10.3% | -5.5% |
| 6M | +1.8% | -8.8% | +10.7% | +2.2% |
| YTD | +8.4% | -43.5% | +51.9% | +14.7% |
| 1Y | +9.4% | -43.4% | +52.8% | +15.7% |
| 3Y | +75.3% | +48.6% | +26.7% | +58.9% |
| 5Y | +67.8% | -43.3% | +111.1% | +66.8% |
| 10Y | +314.2% | +109.7% | +204.5% | +252.6% |
| All | +735.8% | +2,000.7% | -1,264.9% | +439.1% |
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