+429.9%
IRM vs PENG
+661.7%
-231.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.3% | -5.2% | +2.9% |
| 7D | -3.8% | -3.8% | 0.0% | -3.6% |
| 30D | -3.2% | -40.1% | +36.9% | +2.3% |
| 3M | -7.8% | -21.8% | +14.0% | -6.1% |
| 6M | -12.7% | +3.3% | -16.0% | -16.0% |
| YTD | +36.7% | +133.6% | -96.9% | +17.9% |
| 1Y | +10.0% | +110.7% | -100.7% | -4.0% |
| 3Y | +107.2% | +204.3% | -97.0% | +68.1% |
| 5Y | +181.6% | +54.4% | +127.2% | +135.6% |
| All | +429.9% | +661.7% | -231.7% | +314.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling