+48.1%
IJH vs PEGA
-45.0%
+93.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | -1.9% | -3.0% | +1.1% | -1.4% |
| 30D | -4.6% | +15.9% | -20.5% | -7.1% |
| 3M | -1.2% | +10.8% | -12.0% | -3.5% |
| 6M | +9.4% | -16.5% | +25.9% | +11.7% |
| YTD | +13.3% | -39.0% | +52.4% | +21.6% |
| 1Y | +13.4% | -37.3% | +50.7% | +20.5% |
| 3Y | +50.4% | +59.2% | -8.7% | +26.6% |
| All | +48.1% | -45.0% | +93.1% | +56.0% |
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 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