+124.6%
IBM vs PBF
+265.5%
-140.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.7% |
| 7D | -5.0% | -13.8% | +8.8% | -3.6% |
| 30D | +11.1% | -19.6% | +30.7% | +13.3% |
| 3M | +5.7% | +10.3% | -4.5% | +4.0% |
| 6M | +10.1% | +63.4% | -53.3% | +3.0% |
| YTD | -15.6% | +152.6% | -168.2% | -25.7% |
| 1Y | -19.5% | +87.4% | -106.9% | -26.9% |
| 3Y | +80.4% | +63.3% | +17.1% | +61.6% |
| 5Y | +140.0% | +412.5% | -272.5% | +79.6% |
| 10Y | +155.0% | +282.5% | -127.5% | +72.0% |
| All | +124.6% | +265.5% | -140.9% | +47.4% |
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