-12.4%
IREN vs PCG
+9.6%
-22.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.6% |
| 7D | -2.8% | -1.1% | -1.7% | -2.4% |
| 30D | -39.2% | +0.1% | -39.2% | -39.2% |
| 3M | -48.1% | -24.4% | -23.6% | -42.5% |
| 6M | -65.0% | -17.7% | -47.4% | -63.2% |
| YTD | -43.3% | -17.4% | -25.9% | -41.3% |
| 1Y | -65.7% | -19.4% | -46.3% | -63.9% |
| 3Y | +620.9% | -18.6% | +639.5% | +626.6% |
| All | -12.4% | +9.6% | -22.0% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling