+738.6%
IVV vs PEGA
+1,927.5%
-1,188.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.8% |
| 7D | -2.7% | -4.5% | +1.8% | -2.1% |
| 30D | -5.4% | -5.7% | +0.3% | -4.8% |
| 3M | -4.1% | +2.6% | -6.6% | -4.7% |
| 6M | +0.7% | -10.6% | +11.3% | +1.3% |
| YTD | +8.7% | -45.5% | +54.2% | +15.6% |
| 1Y | +11.0% | -44.8% | +55.8% | +17.7% |
| 3Y | +75.4% | +45.5% | +29.9% | +59.5% |
| 5Y | +68.3% | -45.3% | +113.6% | +68.1% |
| 10Y | +315.5% | +102.4% | +213.2% | +255.3% |
| All | +738.6% | +1,927.5% | -1,188.9% | +443.3% |
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