+80.6%
PFE vs IJH
+1,075.9%
-995.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | +10.2% | -1.5% | +11.7% | +11.0% |
| 3M | +12.7% | +0.8% | +11.9% | +12.0% |
| 6M | +10.5% | +7.6% | +3.0% | +6.0% |
| YTD | +20.2% | +15.5% | +4.7% | +10.9% |
| 1Y | +24.1% | +16.9% | +7.2% | +13.8% |
| 3Y | -3.6% | +48.1% | -51.6% | -23.0% |
| 5Y | -20.9% | +47.8% | -68.7% | -38.3% |
| 10Y | +35.8% | +178.6% | -142.7% | -29.4% |
| All | +80.6% | +1,075.9% | -995.3% | -58.7% |
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