+179.3%
IJH vs PPG
+26.9%
+152.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -1.9% | -6.2% | +4.4% | +1.6% |
| 30D | -4.6% | -7.9% | +3.3% | -0.4% |
| 3M | -1.2% | -10.2% | +9.1% | +4.1% |
| 6M | +9.4% | +2.7% | +6.7% | +6.2% |
| YTD | +13.3% | +4.9% | +8.5% | +8.0% |
| 1Y | +13.4% | -3.2% | +16.6% | +12.6% |
| 3Y | +50.4% | -17.0% | +67.4% | +60.3% |
| 5Y | +49.0% | -23.3% | +72.3% | +61.8% |
| All | +179.3% | +26.9% | +152.4% | +118.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling