+26.0%
IVZ vs PEGA
-46.9%
+72.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | +2.2% | -8.2% | +10.4% | +3.2% |
| 30D | -2.2% | -11.6% | +9.4% | -0.9% |
| 3M | -8.4% | -4.2% | -4.3% | -8.2% |
| 6M | +6.2% | -12.0% | +18.1% | +7.9% |
| YTD | +12.4% | -46.9% | +59.3% | +25.6% |
| 1Y | +26.0% | -47.0% | +73.0% | +41.0% |
| All | +26.0% | -46.9% | +72.9% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling