-21.5%
PFE vs IRM
+168.2%
-189.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | -3.7% | -8.6% | +4.9% | -2.4% |
| 30D | +5.0% | -8.0% | +12.9% | +6.2% |
| 3M | +12.2% | -12.0% | +24.2% | +14.2% |
| 6M | +14.6% | -18.2% | +32.7% | +17.9% |
| YTD | +24.1% | +31.4% | -7.2% | +16.2% |
| 1Y | +26.6% | +9.2% | +17.4% | +22.5% |
| 3Y | +14.3% | +94.6% | -80.3% | -3.4% |
| All | -21.5% | +168.2% | -189.6% | -35.5% |
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 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