+76.6%
PEP vs IRM
+407.3%
-330.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +0.1% | +1.6% | -1.5% | -0.3% |
| 30D | +0.7% | -4.2% | +4.8% | +1.5% |
| 3M | -0.5% | -5.4% | +4.8% | +0.3% |
| 6M | -11.3% | +12.0% | -23.3% | -14.6% |
| YTD | -0.6% | +42.0% | -42.6% | -10.1% |
| 1Y | +1.7% | +29.9% | -28.2% | -6.5% |
| 3Y | -12.5% | +104.4% | -116.8% | -31.7% |
| 5Y | +3.9% | +191.0% | -187.1% | -29.3% |
| 10Y | +76.6% | +417.1% | -340.5% | -7.5% |
| All | +76.6% | +407.3% | -330.7% | -7.5% |
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