+707.1%
IYR vs PEGA
+1,987.1%
-1,280.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +6.6% | -4.1% | +10.7% | +7.0% |
| 3M | -1.8% | -2.8% | +1.0% | -1.7% |
| 6M | +1.4% | -0.4% | +1.9% | +0.7% |
| YTD | +10.5% | -45.4% | +55.9% | +17.5% |
| 1Y | +10.6% | -42.6% | +53.3% | +16.7% |
| 3Y | +41.8% | +45.4% | -3.6% | +28.3% |
| 5Y | +6.0% | -44.6% | +50.6% | +5.3% |
| 10Y | +86.7% | +91.2% | -4.5% | +58.5% |
| All | +707.1% | +1,987.1% | -1,280.0% | +431.4% |
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 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