+454.4%
IRM vs PENG
+762.7%
-308.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.8% | +0.9% |
| 7D | -0.5% | +4.5% | -5.0% | -1.0% |
| 30D | -8.1% | -7.1% | -1.0% | -7.4% |
| 3M | -9.7% | -27.3% | +17.6% | -7.9% |
| 6M | +10.0% | +169.6% | -159.6% | -5.5% |
| YTD | +43.0% | +164.6% | -121.6% | +22.7% |
| 1Y | +32.7% | +109.5% | -76.8% | +16.6% |
| 3Y | +102.7% | +98.9% | +3.8% | +70.8% |
| 5Y | +187.6% | +116.3% | +71.3% | +134.2% |
| All | +454.4% | +762.7% | -308.3% | +331.9% |
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