+80.3%
PEP vs IRM
+480.4%
-400.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.5% |
| 7D | +1.0% | -3.8% | +4.8% | +1.7% |
| 30D | +12.6% | -3.2% | +15.8% | +13.0% |
| 3M | +3.1% | -7.8% | +10.9% | +4.4% |
| 6M | -6.3% | -12.7% | +6.4% | -4.3% |
| YTD | +1.9% | +36.7% | -34.8% | -7.5% |
| 1Y | +3.3% | +10.0% | -6.8% | -1.2% |
| 3Y | -4.8% | +107.2% | -112.1% | -26.6% |
| 5Y | +2.0% | +181.6% | -179.5% | -30.4% |
| 10Y | +80.3% | +481.1% | -400.8% | -11.8% |
| All | +80.3% | +480.4% | -400.1% | -11.8% |
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 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