-11.5%
IREN vs PCG
+8.2%
-19.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -2.0% | +22.0% | +20.8% |
| 7D | -9.6% | -1.6% | -8.1% | -9.2% |
| 30D | -44.1% | +1.4% | -45.5% | -44.4% |
| 3M | -42.9% | -23.4% | -19.6% | -37.3% |
| 6M | -64.5% | -19.4% | -45.1% | -62.3% |
| YTD | -42.7% | -18.5% | -24.2% | -40.3% |
| 1Y | -67.7% | -19.5% | -48.1% | -66.1% |
| 3Y | +547.9% | -21.0% | +568.9% | +565.0% |
| All | -11.5% | +8.2% | -19.7% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling