+404.4%
IRM vs PENG
+520.3%
-116.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -23.0% | +11.9% | -8.2% |
| 7D | -10.9% | -36.7% | +25.8% | -6.0% |
| 30D | -9.4% | -42.0% | +32.6% | -3.8% |
| 3M | -16.4% | -33.2% | +16.8% | -13.0% |
| 6M | -18.7% | +2.1% | -20.8% | -21.6% |
| YTD | +30.1% | +90.3% | -60.2% | +15.3% |
| 1Y | +8.5% | +67.7% | -59.1% | -2.4% |
| 3Y | +88.0% | +154.2% | -66.2% | +56.2% |
| 5Y | +167.6% | +28.3% | +139.3% | +129.6% |
| All | +404.4% | +520.3% | -116.0% | +305.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling