+83.4%
IYR vs PEGA
+94.9%
-11.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.0% |
| 7D | -0.1% | -4.6% | +4.5% | +0.7% |
| 30D | +5.7% | -6.8% | +12.5% | +6.9% |
| 3M | -0.6% | +2.6% | -3.2% | -1.5% |
| 6M | +0.5% | -5.4% | +5.9% | +0.3% |
| YTD | +10.4% | -46.0% | +56.5% | +21.3% |
| 1Y | +9.2% | -45.6% | +54.8% | +19.6% |
| 3Y | +40.5% | +43.2% | -2.6% | +16.2% |
| 5Y | +5.9% | -45.3% | +51.2% | +7.9% |
| All | +83.4% | +94.9% | -11.5% | +44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling