-21.4%
PFE vs IJR
+39.8%
-61.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | +0.3% |
| 7D | -4.3% | -1.1% | -3.2% | -3.9% |
| 30D | +2.7% | -3.6% | +6.3% | +3.8% |
| 3M | +10.0% | +2.3% | +7.7% | +9.1% |
| 6M | +7.2% | +14.3% | -7.2% | +2.6% |
| YTD | +17.3% | +19.3% | -2.0% | +10.8% |
| 1Y | +20.3% | +22.6% | -2.3% | +12.7% |
| 3Y | -1.6% | +53.5% | -55.2% | -14.2% |
| 5Y | -21.4% | +39.9% | -61.3% | -34.2% |
| All | -21.4% | +39.8% | -61.2% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling