+173.3%
IRM vs PENG
+42.1%
+131.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.4% | -11.4% | -1.0% |
| 7D | -8.6% | -19.4% | +10.8% | -5.9% |
| 30D | -8.0% | -42.4% | +34.4% | -0.9% |
| 3M | -12.0% | -25.6% | +13.7% | -9.3% |
| 6M | -18.2% | +7.3% | -25.4% | -23.0% |
| YTD | +31.4% | +113.9% | -82.5% | +9.1% |
| 1Y | +9.2% | +93.6% | -84.4% | -8.0% |
| 3Y | +94.6% | +170.2% | -75.6% | +47.9% |
| All | +173.3% | +42.1% | +131.2% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling