+253.8%
PH vs IRM
+192.5%
+61.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +0.4% | +1.6% | -1.2% | -0.2% |
| 30D | -10.8% | -4.2% | -6.6% | -9.5% |
| 3M | +8.5% | -5.4% | +13.8% | +10.1% |
| 6M | +3.9% | +12.0% | -8.1% | -2.3% |
| YTD | +9.4% | +42.0% | -32.6% | -7.3% |
| 1Y | +26.8% | +29.9% | -3.1% | +10.8% |
| 3Y | +140.8% | +104.4% | +36.4% | +62.9% |
| 5Y | +253.8% | +191.0% | +62.8% | +111.8% |
| All | +253.8% | +192.5% | +61.3% | +111.8% |
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 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