+469.4%
PWR vs IJH
+48.0%
+421.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.4% | +4.3% |
| 7D | +4.2% | -1.9% | +6.1% | +6.3% |
| 30D | -4.0% | -4.6% | +0.6% | +1.1% |
| 3M | -4.8% | -1.2% | -3.6% | -3.2% |
| 6M | +14.6% | +9.4% | +5.2% | +5.2% |
| YTD | +54.2% | +13.3% | +40.9% | +36.5% |
| 1Y | +67.1% | +13.4% | +53.7% | +48.2% |
| 3Y | +218.5% | +50.4% | +168.0% | +113.1% |
| All | +469.4% | +48.0% | +421.5% | +292.1% |
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