+1.7%
PEP vs IRM
+174.2%
-172.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.1% |
| 7D | +2.9% | -8.6% | +11.5% | +3.8% |
| 30D | +14.2% | -8.0% | +22.2% | +15.0% |
| 3M | +3.2% | -12.0% | +15.2% | +4.3% |
| 6M | -7.4% | -18.2% | +10.7% | -5.7% |
| YTD | +1.5% | +31.4% | -29.9% | -3.6% |
| 1Y | +3.9% | +9.2% | -5.3% | +1.3% |
| 3Y | -5.5% | +94.6% | -100.1% | -19.8% |
| All | +1.7% | +174.2% | -172.5% | -20.1% |
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 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