+80.4%
IBM vs PBF
+59.0%
+21.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.8% |
| 7D | -5.0% | -13.8% | +8.8% | -4.3% |
| 30D | +11.1% | -19.6% | +30.7% | +12.1% |
| 3M | +5.7% | +10.3% | -4.5% | +4.9% |
| 6M | +10.1% | +63.4% | -53.3% | +5.3% |
| YTD | -15.6% | +152.6% | -168.2% | -23.6% |
| 1Y | -19.5% | +87.4% | -106.9% | -24.8% |
| 3Y | +80.4% | +63.3% | +17.1% | +59.6% |
| All | +80.4% | +59.0% | +21.4% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling