+76.4%
PFE vs IJH
+1,068.3%
-991.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.0% |
| 7D | -2.7% | +1.0% | -3.7% | -3.2% |
| 30D | +3.8% | -3.1% | +7.0% | +5.5% |
| 3M | +10.4% | +1.9% | +8.4% | +9.1% |
| 6M | +6.3% | +11.0% | -4.7% | +0.3% |
| YTD | +17.4% | +14.7% | +2.6% | +8.7% |
| 1Y | +21.1% | +15.6% | +5.6% | +11.8% |
| 3Y | -1.6% | +52.5% | -54.1% | -22.7% |
| 5Y | -22.2% | +49.1% | -71.2% | -39.6% |
| 10Y | +32.9% | +177.7% | -144.8% | -30.9% |
| All | +76.4% | +1,068.3% | -991.9% | -59.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling