+179.3%
IJH vs PFGC
+292.9%
-113.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -1.9% | -4.8% | +2.9% | -0.6% |
| 30D | -4.6% | -12.5% | +7.9% | -1.3% |
| 3M | -1.2% | -9.7% | +8.6% | +1.3% |
| 6M | +9.4% | +7.0% | +2.4% | +6.9% |
| YTD | +13.3% | +4.5% | +8.9% | +10.9% |
| 1Y | +13.4% | -11.6% | +25.0% | +15.9% |
| 3Y | +50.4% | +58.5% | -8.1% | +31.1% |
| 5Y | +49.0% | +112.6% | -63.6% | +18.7% |
| All | +179.3% | +292.9% | -113.6% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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