+1,054.0%
IJH vs PPG
+675.1%
+378.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | -1.9% | -6.2% | +4.4% | +1.7% |
| 30D | -4.6% | -7.9% | +3.3% | -0.3% |
| 3M | -1.2% | -10.2% | +9.1% | +4.2% |
| 6M | +9.4% | +2.7% | +6.7% | +6.2% |
| YTD | +13.3% | +4.9% | +8.5% | +8.1% |
| 1Y | +13.4% | -3.2% | +16.6% | +12.7% |
| 3Y | +50.4% | -17.0% | +67.4% | +60.4% |
| 5Y | +49.0% | -23.3% | +72.3% | +61.9% |
| 10Y | +182.6% | +26.4% | +156.2% | +121.2% |
| All | +1,054.0% | +675.1% | +378.9% | +207.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling