+167.5%
PEG vs IRM
+520.0%
-352.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.7% |
| 7D | +4.5% | +6.8% | -2.3% | +2.4% |
| 30D | +7.5% | +2.6% | +4.9% | +6.2% |
| 3M | +0.8% | -9.5% | +10.3% | +3.5% |
| 6M | 0.0% | -8.5% | +8.5% | +1.9% |
| YTD | -3.0% | +40.3% | -43.3% | -14.7% |
| 1Y | -4.7% | +28.7% | -33.4% | -13.9% |
| 3Y | +36.5% | +111.8% | -75.3% | +1.8% |
| 5Y | +44.4% | +189.1% | -144.7% | -4.6% |
| All | +167.5% | +520.0% | -352.5% | +29.5% |
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