+953.5%
PEP vs IRM
+9,964.6%
-9,011.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | +0.2% | -8.1% | +8.3% | +1.6% |
| 3M | -1.1% | -9.7% | +8.6% | +0.3% |
| 6M | -13.5% | +10.0% | -23.5% | -15.4% |
| YTD | -1.2% | +43.0% | -44.2% | -7.9% |
| 1Y | -1.6% | +32.7% | -34.2% | -7.4% |
| 3Y | -12.5% | +102.7% | -115.2% | -24.9% |
| 5Y | +3.0% | +187.6% | -184.5% | -17.9% |
| 10Y | +73.9% | +420.1% | -346.2% | +22.1% |
| All | +953.5% | +9,964.6% | -9,011.1% | +382.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling