+41.5%
IVZ vs PEGA
+97.3%
-55.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +2.0% |
| 7D | +7.6% | +0.1% | +7.5% | +7.4% |
| 30D | +4.3% | -4.1% | +8.5% | +5.5% |
| 3M | -9.3% | -2.8% | -6.5% | -9.2% |
| 6M | +5.2% | -0.4% | +5.7% | +2.8% |
| YTD | +13.4% | -45.4% | +58.8% | +33.1% |
| 1Y | +25.4% | -42.6% | +68.0% | +44.5% |
| 3Y | +152.5% | +45.4% | +107.1% | +88.1% |
| 5Y | +36.7% | -44.6% | +81.3% | +42.9% |
| All | +41.5% | +97.3% | -55.8% | -6.8% |
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