+145.6%
IEMG vs PEGA
+544.4%
-398.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.2% | +0.8% |
| 7D | +2.8% | -2.4% | +5.2% | +3.2% |
| 30D | +4.6% | +9.6% | -5.0% | +2.8% |
| 3M | +5.5% | +2.3% | +3.2% | +4.1% |
| 6M | +19.7% | -23.9% | +43.6% | +24.2% |
| YTD | +25.5% | -39.8% | +65.3% | +35.0% |
| 1Y | +35.5% | -37.4% | +72.9% | +43.9% |
| 3Y | +88.0% | +53.1% | +34.8% | +57.2% |
| 5Y | +50.6% | -47.2% | +97.8% | +55.7% |
| 10Y | +138.4% | +174.3% | -36.0% | +68.0% |
| All | +145.6% | +544.4% | -398.8% | +51.0% |
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