+116.1%
PG vs IRM
+440.8%
-324.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.2% |
| 7D | -0.8% | -1.4% | +0.6% | -0.5% |
| 30D | +0.8% | -7.4% | +8.2% | +2.3% |
| 3M | -1.3% | -7.4% | +6.0% | -0.1% |
| 6M | -3.8% | +8.7% | -12.5% | -6.3% |
| YTD | +3.6% | +40.9% | -37.3% | -4.9% |
| 1Y | -5.7% | +20.5% | -26.2% | -10.8% |
| 3Y | +1.6% | +101.7% | -100.1% | -17.3% |
| 5Y | +14.6% | +197.7% | -183.1% | -17.3% |
| All | +116.1% | +440.8% | -324.6% | +24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling