+49.0%
IVZ vs PEGA
+101.4%
-52.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.1% |
| 7D | -2.4% | -4.5% | +2.1% | -1.0% |
| 30D | -11.2% | -5.7% | -5.5% | -9.7% |
| 3M | -14.0% | +2.6% | -16.5% | -15.4% |
| 6M | +0.5% | -10.6% | +11.1% | +1.7% |
| YTD | +5.4% | -45.5% | +50.9% | +23.9% |
| 1Y | +19.5% | -44.8% | +64.2% | +39.7% |
| 3Y | +128.7% | +45.5% | +83.2% | +70.5% |
| 5Y | +28.8% | -45.3% | +74.1% | +35.5% |
| All | +49.0% | +101.4% | -52.5% | -1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling