+220.6%
IJH vs PFGC
+403.3%
-182.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -0.7% | -3.7% | +3.0% | +0.2% |
| 30D | -3.8% | -16.0% | +12.1% | +0.5% |
| 3M | 0.0% | -4.1% | +4.2% | +0.9% |
| 6M | +8.8% | +8.7% | 0.0% | +5.9% |
| YTD | +13.5% | +6.4% | +7.2% | +10.7% |
| 1Y | +15.4% | -8.4% | +23.8% | +16.8% |
| 3Y | +50.9% | +61.8% | -10.8% | +31.1% |
| 5Y | +47.8% | +108.7% | -60.9% | +18.6% |
| 10Y | +183.1% | +298.1% | -115.1% | +91.5% |
| All | +220.6% | +403.3% | -182.7% | +108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling