+168.1%
IJR vs PEG
+148.0%
+20.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -2.2% | -0.9% | -1.3% | -1.8% |
| 30D | -4.6% | -3.7% | -0.9% | -2.9% |
| 3M | +0.2% | -7.3% | +7.5% | +3.6% |
| 6M | +14.7% | -10.5% | +25.2% | +20.3% |
| YTD | +18.9% | -7.5% | +26.4% | +22.4% |
| 1Y | +19.9% | -8.7% | +28.7% | +24.0% |
| 3Y | +53.0% | +31.4% | +21.7% | +29.4% |
| 5Y | +40.9% | +37.8% | +3.1% | +14.6% |
| All | +168.1% | +148.0% | +20.1% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling