+169.3%
IJH vs PPL
+67.2%
+102.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.7% |
| 7D | +2.3% | -0.4% | +2.7% | +2.4% |
| 30D | +2.1% | +2.6% | -0.6% | +0.7% |
| 3M | -5.7% | +0.8% | -6.5% | -6.2% |
| 6M | +1.4% | +1.4% | 0.0% | +0.2% |
| YTD | +12.6% | +4.3% | +8.3% | +9.3% |
| 1Y | +16.1% | +0.8% | +15.4% | +14.4% |
| 3Y | +57.8% | +57.9% | -0.1% | +21.7% |
| 5Y | +36.8% | +48.3% | -11.5% | +8.1% |
| All | +169.3% | +67.2% | +102.2% | +95.9% |
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