+12.1%
IJH vs PPG
+33.8%
-21.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.8% | -2.9% |
| 7D | -3.4% | +2.7% | -6.1% | -4.2% |
| 30D | -3.1% | +15.7% | -18.9% | -7.5% |
| 3M | -6.6% | +4.1% | -10.7% | -7.9% |
| 6M | -1.6% | +17.3% | -18.9% | -7.1% |
| YTD | +9.5% | +22.5% | -13.1% | -1.3% |
| 1Y | +12.1% | +31.4% | -19.3% | -2.3% |
| All | +12.1% | +33.8% | -21.8% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling