+1,357.2%
PG vs IRM
+9,823.4%
-8,466.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -3.4% | +3.0% | -6.4% | -3.9% |
| 30D | -2.6% | -5.2% | +2.6% | -1.8% |
| 3M | -3.3% | -8.0% | +4.7% | -2.3% |
| 6M | -6.7% | +9.2% | -15.9% | -8.6% |
| YTD | +1.7% | +41.0% | -39.2% | -4.7% |
| 1Y | -7.9% | +23.3% | -31.2% | -12.0% |
| 3Y | +0.9% | +102.8% | -101.9% | -12.6% |
| 5Y | +12.6% | +192.8% | -180.1% | -9.4% |
| 10Y | +117.2% | +439.6% | -322.5% | +54.0% |
| All | +1,357.2% | +9,823.4% | -8,466.1% | +637.0% |
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