+125.6%
IBM vs PBF
+277.8%
-152.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | +0.1% |
| 7D | -2.5% | -7.4% | +4.8% | -1.8% |
| 30D | +8.4% | -17.5% | +25.8% | +10.3% |
| 3M | +4.5% | +13.1% | -8.7% | +2.5% |
| 6M | +7.9% | +72.6% | -64.8% | +0.4% |
| YTD | -15.2% | +161.2% | -176.4% | -25.6% |
| 1Y | -17.6% | +93.3% | -110.9% | -25.3% |
| 3Y | +82.1% | +80.7% | +1.4% | +61.3% |
| 5Y | +143.3% | +396.1% | -252.8% | +83.1% |
| 10Y | +149.9% | +252.3% | -102.4% | +69.7% |
| All | +125.6% | +277.8% | -152.3% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling