+32.8%
PFE vs IJH
+184.0%
-151.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | -2.6% | -1.9% | -0.7% | -1.8% |
| 30D | +5.4% | -4.6% | +10.0% | +7.4% |
| 3M | +7.8% | -1.2% | +8.9% | +8.2% |
| 6M | +5.0% | +9.4% | -4.4% | +0.9% |
| YTD | +17.1% | +13.3% | +3.7% | +10.7% |
| 1Y | +19.3% | +13.4% | +5.9% | +12.8% |
| 3Y | -0.9% | +50.4% | -51.4% | -17.6% |
| 5Y | -20.8% | +49.0% | -69.7% | -35.1% |
| All | +32.8% | +184.0% | -151.2% | -26.3% |
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