+137.9%
IEMG vs PEGA
+180.6%
-42.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.3% |
| 7D | -0.9% | -5.3% | +4.4% | 0.0% |
| 30D | +2.1% | +8.3% | -6.2% | +0.5% |
| 3M | +4.6% | +8.9% | -4.3% | +2.1% |
| 6M | +14.0% | -19.7% | +33.8% | +17.2% |
| YTD | +22.3% | -39.9% | +62.2% | +31.8% |
| 1Y | +30.7% | -36.4% | +67.1% | +38.5% |
| 3Y | +83.2% | +52.8% | +30.4% | +51.6% |
| 5Y | +47.0% | -45.7% | +92.6% | +56.3% |
| All | +137.9% | +180.6% | -42.7% | +59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling