+86.0%
PFE vs IJR
+1,116.7%
-1,030.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.7% | +2.2% | -3.9% | -2.7% |
| 30D | +0.3% | +3.8% | -3.5% | -1.4% |
| 3M | +9.4% | -5.7% | +15.1% | +12.3% |
| 6M | +14.9% | +4.6% | +10.2% | +12.1% |
| YTD | +23.8% | +18.0% | +5.8% | +14.1% |
| 1Y | +19.5% | +21.8% | -2.3% | +8.5% |
| 3Y | +21.0% | +61.1% | -40.0% | -5.3% |
| 5Y | -23.9% | +27.3% | -51.2% | -34.9% |
| 10Y | +47.8% | +154.1% | -106.3% | -15.7% |
| All | +86.0% | +1,116.7% | -1,030.6% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling