-14.9%
PEP vs IJR
+52.6%
-67.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | -1.7% | -1.1% | -0.6% | -1.6% |
| 30D | +0.3% | -3.6% | +3.9% | +0.8% |
| 3M | -3.2% | +2.3% | -5.6% | -3.6% |
| 6M | -13.6% | +14.3% | -27.9% | -15.2% |
| YTD | -1.9% | +19.3% | -21.1% | -4.3% |
| 1Y | -0.6% | +22.6% | -23.2% | -3.5% |
| All | -14.9% | +52.6% | -67.5% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling