+144.5%
IBM vs PBF
+351.3%
-206.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.4% |
| 7D | +3.6% | +1.4% | +2.2% | +3.4% |
| 30D | +1.5% | +15.8% | -14.3% | -0.2% |
| 3M | -12.9% | +90.3% | -103.2% | -19.5% |
| 6M | -3.9% | +102.8% | -106.7% | -12.5% |
| YTD | -17.3% | +187.3% | -204.7% | -28.2% |
| 1Y | -5.0% | +161.8% | -166.8% | -17.1% |
| 3Y | +78.2% | +55.5% | +22.7% | +60.7% |
| 5Y | +120.6% | +801.9% | -681.3% | +51.3% |
| 10Y | +144.5% | +362.2% | -217.8% | +65.1% |
| All | +144.5% | +351.3% | -206.8% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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