+183.8%
IRM vs PENG
+68.7%
+115.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.3% | -8.8% | -0.1% |
| 7D | -5.3% | +1.9% | -7.1% | -5.8% |
| 30D | -2.3% | -37.8% | +35.5% | +3.8% |
| 3M | -7.4% | -14.1% | +6.7% | -6.8% |
| 6M | -12.2% | +13.1% | -25.3% | -18.0% |
| YTD | +38.6% | +151.8% | -113.1% | +12.2% |
| 1Y | +14.9% | +136.0% | -121.1% | -6.1% |
| 3Y | +108.2% | +217.9% | -109.8% | +54.2% |
| 5Y | +183.8% | +64.1% | +119.8% | +120.6% |
| All | +183.8% | +68.7% | +115.2% | +120.6% |
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