-2.5%
PFE vs IRM
+103.0%
-105.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.5% |
| 7D | +1.8% | -0.5% | +2.2% | +1.8% |
| 30D | +10.2% | -8.1% | +18.3% | +11.5% |
| 3M | +12.7% | -9.7% | +22.3% | +14.1% |
| 6M | +10.5% | +10.0% | +0.5% | +8.0% |
| YTD | +20.2% | +43.0% | -22.8% | +11.6% |
| 1Y | +24.1% | +32.7% | -8.6% | +16.4% |
| All | -2.5% | +103.0% | -105.5% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling