+32.7%
IRM vs PENG
+118.5%
-85.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.8% | +0.8% |
| 7D | -0.5% | +4.5% | -5.0% | -1.1% |
| 30D | -8.1% | -7.1% | -1.0% | -7.3% |
| 3M | -9.7% | -27.3% | +17.6% | -7.6% |
| 6M | +10.0% | +169.6% | -159.6% | -14.1% |
| YTD | +43.0% | +164.6% | -121.6% | +10.4% |
| 1Y | +32.7% | +109.5% | -76.8% | +5.1% |
| All | +32.7% | +118.5% | -85.8% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling