+981.9%
PEP vs IRM
+9,145.3%
-8,163.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.1% |
| 7D | +2.9% | -8.6% | +11.5% | +4.3% |
| 30D | +14.2% | -8.0% | +22.2% | +15.5% |
| 3M | +3.2% | -12.0% | +15.2% | +5.0% |
| 6M | -7.4% | -18.2% | +10.7% | -5.0% |
| YTD | +1.5% | +31.4% | -29.9% | -4.4% |
| 1Y | +3.9% | +9.2% | -5.3% | +0.9% |
| 3Y | -5.5% | +94.6% | -100.1% | -18.6% |
| 5Y | +0.1% | +170.2% | -170.0% | -19.6% |
| 10Y | +82.1% | +464.3% | -382.2% | +26.3% |
| All | +981.9% | +9,145.3% | -8,163.4% | +401.4% |
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