+143.7%
PEG vs IRM
+430.1%
-286.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.5% |
| 7D | -0.9% | -1.8% | +0.9% | -0.3% |
| 30D | -2.8% | -7.8% | +5.0% | -0.4% |
| 3M | -6.9% | -7.9% | +0.9% | -4.9% |
| 6M | -11.4% | +6.3% | -17.7% | -14.0% |
| YTD | -7.4% | +38.2% | -45.5% | -17.8% |
| 1Y | -8.3% | +19.8% | -28.1% | -15.0% |
| 3Y | +31.5% | +98.8% | -67.2% | +0.5% |
| 5Y | +38.0% | +191.8% | -153.8% | -9.1% |
| All | +143.7% | +430.1% | -286.4% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling