+111.8%
IRM vs PENG
+209.7%
-97.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.7% | +0.1% |
| 7D | +6.8% | +13.2% | -6.4% | +4.6% |
| 30D | +2.6% | -29.9% | +32.5% | +7.0% |
| 3M | -9.5% | -22.2% | +12.8% | -7.6% |
| 6M | -8.5% | -1.9% | -6.6% | -12.5% |
| YTD | +40.3% | +142.1% | -101.9% | +13.9% |
| 1Y | +28.7% | +151.5% | -122.8% | +3.8% |
| 3Y | +111.8% | +206.9% | -95.1% | +49.3% |
| All | +111.8% | +209.7% | -97.9% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling