-14.8%
IREN vs PCG
+9.3%
-24.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +6.0% |
| 7D | -4.0% | -2.2% | -1.8% | -3.2% |
| 30D | -40.1% | -0.5% | -39.7% | -40.1% |
| 3M | -47.6% | -24.0% | -23.6% | -42.2% |
| 6M | -62.2% | -18.6% | -43.6% | -60.0% |
| YTD | -44.8% | -17.7% | -27.2% | -42.8% |
| 1Y | -63.7% | -20.0% | -43.7% | -61.7% |
| 3Y | +604.1% | -20.2% | +624.3% | +619.4% |
| All | -14.8% | +9.3% | -24.0% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling