+362.6%
PSX vs IJH
+48.0%
+314.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.2% |
| 7D | +1.7% | -1.9% | +3.6% | +3.0% |
| 30D | +15.6% | -4.6% | +20.3% | +19.4% |
| 3M | +46.5% | -1.2% | +47.6% | +47.1% |
| 6M | +55.0% | +9.4% | +45.6% | +43.1% |
| YTD | +105.3% | +13.3% | +92.0% | +83.9% |
| 1Y | +101.6% | +13.4% | +88.2% | +80.2% |
| 3Y | +134.1% | +50.4% | +83.7% | +70.2% |
| All | +362.6% | +48.0% | +314.6% | +241.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling