+5.7%
IYR vs PEGA
-48.2%
+53.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.8% |
| 7D | -0.9% | -6.1% | +5.2% | -0.1% |
| 30D | -2.4% | +6.4% | -8.8% | -3.3% |
| 3M | -2.0% | +2.9% | -4.9% | -2.9% |
| 6M | +2.5% | -23.8% | +26.3% | +5.4% |
| YTD | +8.3% | -41.1% | +49.4% | +14.7% |
| 1Y | +6.5% | -38.2% | +44.7% | +11.6% |
| 3Y | +29.3% | +49.8% | -20.5% | +12.4% |
| 5Y | +5.7% | -48.0% | +53.7% | +5.3% |
| All | +5.7% | -48.2% | +53.9% | +5.3% |
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