+49.1%
IJH vs PPL
+39.3%
+9.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | +1.0% | +1.8% | -0.8% | +0.3% |
| 30D | -3.1% | -1.1% | -2.1% | -2.7% |
| 3M | +1.9% | 0.0% | +1.9% | +1.7% |
| 6M | +11.0% | -7.6% | +18.6% | +14.2% |
| YTD | +14.7% | +1.7% | +13.0% | +12.9% |
| 1Y | +15.6% | +1.5% | +14.1% | +13.6% |
| 3Y | +52.5% | +55.3% | -2.7% | +18.6% |
| 5Y | +49.1% | +37.7% | +11.4% | +22.6% |
| All | +49.1% | +39.3% | +9.8% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling