+32.5%
PFE vs IJR
+170.6%
-138.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -4.0% | -2.3% | -1.7% | -3.2% |
| 30D | +3.9% | -4.7% | +8.6% | +5.7% |
| 3M | +9.9% | +2.1% | +7.8% | +8.9% |
| 6M | +5.3% | +13.9% | -8.6% | +0.2% |
| YTD | +16.8% | +18.2% | -1.5% | +9.5% |
| 1Y | +20.4% | +21.8% | -1.4% | +11.6% |
| 3Y | -2.1% | +52.2% | -54.3% | -17.4% |
| 5Y | -21.0% | +40.1% | -61.1% | -32.5% |
| All | +32.5% | +170.6% | -138.1% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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