+37.3%
IVZ vs PEGA
-47.0%
+84.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.9% | +10.7% | +7.7% |
| 7D | +4.1% | -10.0% | +14.1% | +6.8% |
| 30D | -2.0% | -12.7% | +10.6% | +1.1% |
| 3M | -7.8% | -4.6% | -3.3% | -7.4% |
| 6M | +6.3% | -13.1% | +19.4% | +8.2% |
| YTD | +12.6% | -47.6% | +60.1% | +29.5% |
| 1Y | +27.6% | -47.0% | +74.7% | +46.3% |
| 3Y | +154.0% | +42.0% | +112.0% | +105.1% |
| 5Y | +37.3% | -47.8% | +85.1% | +43.5% |
| All | +37.3% | -47.0% | +84.3% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling