+1,158.3%
IJR vs PEGA
+2,417.7%
-1,259.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.5% |
| 7D | -0.2% | +3.3% | -3.5% | -0.7% |
| 30D | -2.4% | +17.7% | -20.2% | -5.0% |
| 3M | +3.9% | +5.8% | -1.9% | +2.3% |
| 6M | +12.4% | -20.3% | +32.6% | +15.2% |
| YTD | +21.5% | -37.1% | +58.6% | +28.3% |
| 1Y | +24.0% | -30.2% | +54.2% | +28.3% |
| 3Y | +49.7% | +48.1% | +1.6% | +33.4% |
| 5Y | +39.7% | -46.8% | +86.5% | +40.7% |
| 10Y | +169.0% | +191.3% | -22.3% | +111.9% |
| All | +1,158.3% | +2,417.7% | -1,259.4% | +651.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling