+47.0%
IEMG vs PEGA
-47.2%
+94.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.2% |
| 7D | -0.9% | -5.3% | +4.4% | -0.3% |
| 30D | +2.1% | +8.3% | -6.2% | +1.2% |
| 3M | +4.6% | +8.9% | -4.3% | +3.2% |
| 6M | +14.0% | -19.7% | +33.8% | +16.2% |
| YTD | +22.3% | -39.9% | +62.2% | +28.4% |
| 1Y | +30.7% | -36.4% | +67.1% | +35.7% |
| 3Y | +83.2% | +52.8% | +30.4% | +64.1% |
| 5Y | +47.0% | -45.7% | +92.6% | +56.7% |
| All | +47.0% | -47.2% | +94.1% | +56.7% |
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