+713.1%
IYR vs PEGA
+1,929.2%
-1,216.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | +2.1% | -8.2% | +10.3% | +3.2% |
| 30D | +7.2% | -11.6% | +18.7% | +8.7% |
| 3M | +0.4% | -4.2% | +4.5% | +0.6% |
| 6M | +1.4% | -12.0% | +13.4% | +2.3% |
| YTD | +11.3% | -46.9% | +58.3% | +18.8% |
| 1Y | +10.5% | -47.0% | +57.5% | +17.7% |
| 3Y | +41.7% | +40.9% | +0.8% | +28.7% |
| 5Y | +7.1% | -45.4% | +52.5% | +6.6% |
| 10Y | +89.1% | +95.9% | -6.9% | +60.2% |
| All | +713.1% | +1,929.2% | -1,216.1% | +437.3% |
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 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