+33.6%
PEG vs IRM
+109.6%
-76.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.9% |
| 7D | +1.5% | -5.3% | +6.7% | +2.6% |
| 30D | +5.0% | -2.3% | +7.3% | +5.2% |
| 3M | -0.3% | -7.4% | +7.1% | +1.2% |
| 6M | -2.7% | -12.2% | +9.6% | 0.0% |
| YTD | -5.1% | +38.6% | -43.7% | -15.0% |
| 1Y | -8.3% | +14.9% | -23.1% | -13.2% |
| All | +33.6% | +109.6% | -76.0% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling