+128.3%
PM vs IJH
+48.6%
+79.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.2% |
| 7D | +1.9% | -2.5% | +4.4% | +2.1% |
| 30D | +1.9% | -5.0% | +6.9% | +2.2% |
| 3M | +4.6% | +0.5% | +4.1% | +4.5% |
| 6M | +11.7% | +8.2% | +3.4% | +10.6% |
| YTD | +20.4% | +12.5% | +7.9% | +18.8% |
| 1Y | +19.0% | +14.4% | +4.6% | +17.1% |
| All | +128.3% | +48.6% | +79.7% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling