+3.4%
PEP vs IJH
+45.7%
-42.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -1.4% | -2.5% | +1.1% | -0.8% |
| 30D | -0.2% | -5.0% | +4.8% | +0.9% |
| 3M | -4.3% | +0.5% | -4.8% | -4.5% |
| 6M | -13.2% | +8.2% | -21.4% | -15.0% |
| YTD | -1.9% | +12.4% | -14.3% | -4.9% |
| 1Y | -0.3% | +14.4% | -14.7% | -3.9% |
| 3Y | -13.6% | +49.5% | -63.1% | -24.0% |
| 5Y | +3.4% | +47.8% | -44.4% | -10.2% |
| All | +3.4% | +45.7% | -42.3% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling