+128.7%
IVZ vs PEGA
+48.6%
+80.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.3% | -5.7% | -7.6% |
| 7D | -6.7% | -1.6% | -5.1% | -6.4% |
| 30D | -10.9% | -3.0% | -7.9% | -10.4% |
| 3M | -14.8% | +5.8% | -20.6% | -16.2% |
| 6M | +2.4% | -8.8% | +11.2% | +3.2% |
| YTD | +5.4% | -43.5% | +48.9% | +17.2% |
| 1Y | +19.6% | -43.4% | +63.0% | +32.8% |
| All | +128.7% | +48.6% | +80.1% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling