+29.1%
IEMG vs PEGA
-37.0%
+66.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.0% |
| 7D | -0.9% | -5.3% | +4.4% | -0.8% |
| 30D | +2.1% | +8.3% | -6.2% | +2.1% |
| 3M | +4.6% | +8.9% | -4.3% | +4.9% |
| 6M | +14.0% | -19.7% | +33.8% | +15.8% |
| YTD | +22.3% | -39.9% | +62.2% | +26.0% |
| All | +29.1% | -37.0% | +66.0% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling