+49.3%
IJH vs PEGA
+52.0%
-2.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.2% |
| 7D | -2.5% | -5.3% | +2.8% | -1.8% |
| 30D | -5.0% | +8.3% | -13.3% | -6.1% |
| 3M | +0.5% | +8.9% | -8.4% | -1.0% |
| 6M | +8.2% | -19.7% | +28.0% | +10.8% |
| YTD | +12.4% | -39.9% | +52.4% | +19.6% |
| 1Y | +14.4% | -36.4% | +50.8% | +20.1% |
| All | +49.3% | +52.0% | -2.8% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling