+41.3%
PEG vs IRM
+186.8%
-145.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.0% |
| 7D | +1.5% | -5.3% | +6.7% | +2.8% |
| 30D | +5.0% | -2.3% | +7.3% | +5.3% |
| 3M | -0.3% | -7.4% | +7.1% | +1.4% |
| 6M | -2.7% | -12.2% | +9.6% | +0.4% |
| YTD | -5.1% | +38.6% | -43.7% | -16.1% |
| 1Y | -8.3% | +14.9% | -23.1% | -13.9% |
| 3Y | +33.0% | +108.2% | -75.1% | -1.1% |
| 5Y | +41.3% | +183.8% | -142.6% | -5.6% |
| All | +41.3% | +186.8% | -145.6% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling