+61.1%
IJR vs PEGA
+46.3%
+14.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +3.8% | -4.1% | +8.0% | +4.3% |
| 3M | -5.7% | -2.8% | -2.9% | -5.7% |
| 6M | +4.6% | -0.4% | +5.1% | +3.8% |
| YTD | +18.0% | -45.4% | +63.4% | +27.3% |
| 1Y | +21.8% | -42.6% | +64.4% | +30.1% |
| 3Y | +61.1% | +45.4% | +15.7% | +40.4% |
| All | +61.1% | +46.3% | +14.8% | +40.4% |
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