+10.0%
IRM vs PENG
+170.4%
-160.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.8% | +0.8% |
| 7D | -0.5% | +4.5% | -5.0% | -1.0% |
| 30D | -8.1% | -7.1% | -1.0% | -7.3% |
| 3M | -9.7% | -27.3% | +17.6% | -7.7% |
| 6M | +10.0% | +169.6% | -159.6% | -20.1% |
| All | +10.0% | +170.4% | -160.4% | -20.1% |
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