+95.5%
PEP vs IJR
+151.4%
-55.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.9% | +2.2% | +0.7% | +2.2% |
| 30D | +12.5% | +3.8% | +8.7% | +11.1% |
| 3M | +4.5% | -5.7% | +10.3% | +6.4% |
| 6M | -0.5% | +4.6% | -5.1% | -2.2% |
| YTD | +4.4% | +18.0% | -13.5% | -1.5% |
| 1Y | +4.4% | +21.8% | -17.4% | -2.7% |
| 3Y | -3.4% | +61.1% | -64.5% | -20.2% |
| 5Y | +5.2% | +27.3% | -22.2% | -6.1% |
| All | +95.5% | +151.4% | -55.8% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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