+177.3%
IJH vs PPL
+65.2%
+112.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | +0.2% | -1.0% | +1.1% | +0.6% |
| 30D | +2.1% | +3.0% | -0.9% | +0.6% |
| 3M | -3.6% | +1.1% | -4.7% | -4.3% |
| 6M | +1.8% | -0.8% | +2.6% | +1.7% |
| YTD | +14.1% | +3.5% | +10.7% | +11.1% |
| 1Y | +15.9% | -0.9% | +16.8% | +15.1% |
| 3Y | +59.7% | +54.2% | +5.5% | +24.7% |
| 5Y | +39.1% | +46.3% | -7.2% | +10.6% |
| 10Y | +177.3% | +65.0% | +112.3% | +103.4% |
| All | +177.3% | +65.2% | +112.1% | +103.4% |
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