+782.5%
PG vs IJR
+1,125.8%
-343.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | -0.8% | -2.2% | +1.4% | -0.1% |
| 30D | +0.8% | -4.6% | +5.4% | +2.3% |
| 3M | -1.3% | +0.2% | -1.6% | -1.5% |
| 6M | -3.8% | +14.7% | -18.5% | -8.0% |
| YTD | +3.6% | +18.9% | -15.2% | -2.1% |
| 1Y | -5.7% | +19.9% | -25.7% | -11.3% |
| 3Y | +1.6% | +53.0% | -51.4% | -13.2% |
| 5Y | +14.6% | +40.9% | -26.3% | -0.7% |
| 10Y | +121.2% | +171.1% | -49.9% | +46.9% |
| All | +782.5% | +1,125.8% | -343.3% | +277.5% |
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