+140.3%
IVZ vs PEGA
+49.4%
+90.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +0.6% | +3.3% | -2.7% | 0.0% |
| 30D | +4.0% | +17.7% | -13.7% | +0.3% |
| 3M | +18.2% | +5.8% | +12.4% | +15.9% |
| 6M | +32.8% | -20.3% | +53.1% | +38.4% |
| YTD | +28.7% | -37.1% | +65.9% | +40.9% |
| 1Y | +55.4% | -30.2% | +85.6% | +64.5% |
| All | +140.3% | +49.4% | +90.9% | +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