+897.3%
IREN vs PCG
-12.4%
+909.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.8% | +6.8% |
| 7D | +26.0% | -13.9% | +39.9% | +29.0% |
| 30D | +14.9% | -16.9% | +31.7% | +19.3% |
| 3M | -27.8% | -14.7% | -13.0% | -25.8% |
| 6M | +1.9% | -23.8% | +25.7% | +8.5% |
| YTD | +18.3% | -10.5% | +28.8% | +19.1% |
| 1Y | +71.0% | -5.1% | +76.1% | +68.0% |
| All | +897.3% | -12.4% | +909.7% | +915.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling