+1,046.2%
IJH vs PFG
+989.9%
+56.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -0.7% | +3.2% | -3.9% | -1.9% |
| 30D | -3.8% | +0.9% | -4.8% | -4.3% |
| 3M | 0.0% | +7.7% | -7.7% | -2.9% |
| 6M | +8.8% | +29.0% | -20.2% | -1.0% |
| YTD | +13.5% | +32.5% | -18.9% | +2.3% |
| 1Y | +15.4% | +47.3% | -31.9% | 0.0% |
| 3Y | +50.9% | +68.2% | -17.3% | +24.4% |
| 5Y | +47.8% | +108.5% | -60.7% | +12.5% |
| 10Y | +183.1% | +241.4% | -58.3% | +75.9% |
| All | +1,046.2% | +989.9% | +56.4% | +303.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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