+1,135.5%
IJR vs PEG
+1,022.6%
+112.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.5% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -3.6% | -1.7% | -1.9% | -3.0% |
| 3M | +2.3% | -6.8% | +9.1% | +5.2% |
| 6M | +14.3% | -11.4% | +25.7% | +19.8% |
| YTD | +19.3% | -7.2% | +26.5% | +22.4% |
| 1Y | +22.6% | -6.1% | +28.7% | +24.9% |
| 3Y | +53.5% | +31.8% | +21.8% | +33.7% |
| 5Y | +39.9% | +35.6% | +4.3% | +19.2% |
| 10Y | +172.1% | +148.7% | +23.3% | +76.8% |
| All | +1,135.5% | +1,022.6% | +112.9% | +412.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling