+776.1%
IVV vs PEGA
+2,237.9%
-1,461.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.3% |
| 7D | +0.1% | +3.3% | -3.2% | -0.3% |
| 30D | +0.1% | +17.7% | -17.7% | -2.1% |
| 3M | +2.0% | +5.8% | -3.8% | +0.7% |
| 6M | +13.0% | -20.3% | +33.3% | +15.3% |
| YTD | +13.6% | -37.1% | +50.7% | +18.8% |
| 1Y | +20.1% | -30.2% | +50.3% | +23.5% |
| 3Y | +77.6% | +48.1% | +29.5% | +61.3% |
| 5Y | +82.5% | -46.8% | +129.3% | +83.1% |
| 10Y | +316.5% | +191.3% | +125.2% | +242.2% |
| All | +776.1% | +2,237.9% | -1,461.8% | +458.6% |
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