+128.7%
IVZ vs PEGA
+43.4%
+85.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.7% |
| 7D | -2.4% | -4.5% | +2.1% | -1.5% |
| 30D | -11.2% | -5.7% | -5.5% | -10.3% |
| 3M | -14.0% | +2.6% | -16.5% | -14.8% |
| 6M | +0.5% | -10.6% | +11.1% | +1.6% |
| YTD | +5.4% | -45.5% | +50.9% | +18.0% |
| 1Y | +19.5% | -44.8% | +64.2% | +33.3% |
| 3Y | +128.7% | +45.5% | +83.2% | +92.3% |
| All | +128.7% | +43.4% | +85.3% | +92.3% |
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