+35.6%
PEG vs IRM
+190.5%
-154.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -0.1% | +3.0% | -3.1% | -1.0% |
| 30D | -1.7% | -5.2% | +3.5% | -0.3% |
| 3M | -6.8% | -8.0% | +1.3% | -4.7% |
| 6M | -11.4% | +9.2% | -20.5% | -14.6% |
| YTD | -7.2% | +41.0% | -48.2% | -17.9% |
| 1Y | -6.1% | +23.3% | -29.4% | -13.6% |
| 3Y | +31.8% | +102.8% | -71.1% | -0.1% |
| 5Y | +35.6% | +192.8% | -157.2% | -10.8% |
| All | +35.6% | +190.5% | -154.9% | -10.8% |
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