-12.2%
IRM vs PENG
+6.5%
-18.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.3% | -8.8% | 0.0% |
| 7D | -5.3% | +1.9% | -7.1% | -5.8% |
| 30D | -2.3% | -37.8% | +35.5% | +1.8% |
| 3M | -7.4% | -14.1% | +6.7% | -7.1% |
| 6M | -12.2% | +13.1% | -25.3% | -16.7% |
| All | -12.2% | +6.5% | -18.7% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling