+48.1%
IJH vs PNR
-21.7%
+69.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.9% |
| 7D | -1.9% | -6.0% | +4.2% | +1.0% |
| 30D | -4.6% | -14.0% | +9.3% | +2.2% |
| 3M | -1.2% | -21.7% | +20.5% | +9.3% |
| 6M | +9.4% | -37.3% | +46.7% | +34.7% |
| YTD | +13.3% | -45.1% | +58.5% | +48.5% |
| 1Y | +13.4% | -49.1% | +62.5% | +54.7% |
| 3Y | +50.4% | -14.8% | +65.3% | +52.6% |
| All | +48.1% | -21.7% | +69.8% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 5y: compounded portfolio wealth divided by compounded PNR 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…
5y analysis · Full analysis span regression · 6 months rolling