+177.1%
IJH vs PPL
+57.8%
+119.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | -2.5% | -1.8% | -0.7% | -1.7% |
| 30D | -5.0% | -2.2% | -2.8% | -4.1% |
| 3M | +0.5% | -3.1% | +3.6% | +1.7% |
| 6M | +8.2% | -8.1% | +16.3% | +12.1% |
| YTD | +12.4% | 0.0% | +12.4% | +11.5% |
| 1Y | +14.4% | -1.3% | +15.7% | +13.9% |
| 3Y | +49.5% | +52.7% | -3.2% | +17.4% |
| 5Y | +47.8% | +37.4% | +10.4% | +21.6% |
| All | +177.1% | +57.8% | +119.3% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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