+1,063.5%
IVZ vs PEGA
+1,209.2%
-145.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +0.6% | +3.3% | -2.7% | +0.1% |
| 30D | +4.0% | +17.7% | -13.7% | +1.3% |
| 3M | +18.2% | +5.8% | +12.4% | +16.3% |
| 6M | +32.8% | -20.3% | +53.1% | +36.0% |
| YTD | +28.7% | -37.1% | +65.9% | +36.1% |
| 1Y | +55.4% | -30.2% | +85.6% | +61.1% |
| 3Y | +135.2% | +48.1% | +87.1% | +112.0% |
| 5Y | +64.2% | -46.8% | +111.0% | +67.6% |
| 10Y | +64.6% | +191.3% | -126.7% | +33.5% |
| All | +1,063.5% | +1,209.2% | -145.7% | +578.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling