+39.8%
IJR vs PEGA
-45.0%
+84.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.3% |
| 7D | -2.2% | -3.0% | +0.8% | -1.7% |
| 30D | -4.6% | +15.9% | -20.5% | -7.1% |
| 3M | +0.2% | +10.8% | -10.6% | -2.3% |
| 6M | +14.7% | -16.5% | +31.2% | +17.2% |
| YTD | +18.9% | -39.0% | +57.9% | +27.8% |
| 1Y | +19.9% | -37.3% | +57.2% | +27.7% |
| 3Y | +53.0% | +59.2% | -6.1% | +28.6% |
| All | +39.8% | -45.0% | +84.8% | +45.7% |
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