+573.0%
PEP vs IJH
+1,068.3%
-495.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +0.1% | +1.0% | -0.9% | -0.3% |
| 30D | +0.7% | -3.1% | +3.8% | +1.9% |
| 3M | -0.5% | +1.9% | -2.5% | -1.4% |
| 6M | -11.3% | +11.0% | -22.3% | -15.1% |
| YTD | -0.6% | +14.7% | -15.3% | -6.2% |
| 1Y | +1.7% | +15.6% | -13.9% | -4.6% |
| 3Y | -12.5% | +52.5% | -65.0% | -27.5% |
| 5Y | +3.9% | +49.1% | -45.2% | -14.4% |
| 10Y | +76.6% | +177.7% | -101.1% | +9.7% |
| All | +573.0% | +1,068.3% | -495.3% | +147.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling