+569.0%
PEP vs IJR
+1,153.0%
-584.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | +0.2% | -2.4% | +2.6% | +1.0% |
| 3M | -1.1% | +3.9% | -5.1% | -2.5% |
| 6M | -13.5% | +12.4% | -25.9% | -17.0% |
| YTD | -1.2% | +21.5% | -22.7% | -7.8% |
| 1Y | -1.6% | +24.0% | -25.5% | -9.0% |
| 3Y | -12.5% | +49.7% | -62.2% | -25.5% |
| 5Y | +3.0% | +39.7% | -36.6% | -11.3% |
| 10Y | +73.9% | +169.0% | -95.1% | +13.9% |
| All | +569.0% | +1,153.0% | -584.0% | +179.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling