+75.3%
PEP vs IJH
+184.0%
-108.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -1.0% | -1.9% | +0.9% | -0.2% |
| 30D | -0.7% | -4.6% | +4.0% | +1.2% |
| 3M | -4.1% | -1.2% | -3.0% | -3.8% |
| 6M | -13.1% | +9.4% | -22.5% | -16.5% |
| YTD | -2.1% | +13.3% | -15.5% | -7.4% |
| 1Y | -1.7% | +13.4% | -15.0% | -7.2% |
| 3Y | -15.1% | +50.4% | -65.5% | -30.4% |
| 5Y | +3.1% | +49.0% | -45.8% | -16.6% |
| All | +75.3% | +184.0% | -108.8% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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