+147.3%
IBM vs PBF
+260.7%
-113.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +1.0% |
| 7D | +1.6% | +6.5% | -4.9% | +0.9% |
| 30D | +9.2% | -20.0% | +29.2% | +11.5% |
| 3M | +4.9% | -3.3% | +8.3% | +4.7% |
| 6M | +16.8% | +76.8% | -60.0% | +8.0% |
| YTD | -14.3% | +168.9% | -183.2% | -25.5% |
| 1Y | -16.7% | +96.4% | -113.1% | -25.0% |
| 3Y | +82.2% | +77.2% | +5.0% | +60.9% |
| 5Y | +149.9% | +417.7% | -267.8% | +83.5% |
| All | +147.3% | +260.7% | -113.5% | +68.0% |
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