+773.5%
PM vs IJR
+558.6%
+214.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.5% |
| 7D | -1.3% | +0.9% | -2.2% | -1.7% |
| 30D | -2.6% | -3.1% | +0.6% | -1.3% |
| 3M | +5.8% | +4.4% | +1.4% | +3.7% |
| 6M | +10.6% | +16.1% | -5.6% | +3.3% |
| YTD | +17.2% | +20.6% | -3.4% | +7.5% |
| 1Y | +17.6% | +22.9% | -5.2% | +6.8% |
| 3Y | +124.3% | +55.2% | +69.0% | +78.0% |
| 5Y | +125.1% | +41.1% | +84.0% | +83.7% |
| 10Y | +198.6% | +167.0% | +31.6% | +71.9% |
| All | +773.5% | +558.6% | +214.9% | +232.6% |
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