+1.6%
PG vs IRM
+102.2%
-100.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.5% |
| 7D | -0.8% | -1.4% | +0.6% | -0.7% |
| 30D | +0.8% | -7.4% | +8.2% | +1.3% |
| 3M | -1.3% | -7.4% | +6.0% | -0.9% |
| 6M | -3.8% | +8.7% | -12.5% | -5.0% |
| YTD | +3.6% | +40.9% | -37.3% | -0.2% |
| 1Y | -5.7% | +20.5% | -26.2% | -7.8% |
| 3Y | +1.6% | +101.7% | -100.1% | -4.5% |
| All | +1.6% | +102.2% | -100.6% | -4.5% |
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 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