+1,054.0%
IJH vs PNR
+574.9%
+479.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.9% |
| 7D | -1.9% | -6.0% | +4.2% | +0.9% |
| 30D | -4.6% | -14.0% | +9.3% | +2.0% |
| 3M | -1.2% | -21.7% | +20.5% | +9.1% |
| 6M | +9.4% | -37.3% | +46.7% | +33.0% |
| YTD | +13.3% | -45.1% | +58.5% | +45.7% |
| 1Y | +13.4% | -49.1% | +62.5% | +50.9% |
| 3Y | +50.4% | -14.8% | +65.3% | +55.6% |
| 5Y | +49.0% | -21.0% | +70.0% | +56.5% |
| 10Y | +182.6% | +64.7% | +117.9% | +106.4% |
| All | +1,054.0% | +574.9% | +479.1% | +331.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling