+143.8%
IBM vs PBR
+697.0%
-553.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.1% |
| 7D | +3.6% | +5.4% | -1.8% | +2.7% |
| 30D | +3.1% | +22.9% | -19.8% | -0.4% |
| 3M | -10.8% | +19.6% | -30.5% | -13.7% |
| 6M | -0.8% | +16.5% | -17.3% | -3.8% |
| YTD | -16.2% | +86.7% | -102.8% | -25.2% |
| 1Y | -2.9% | +74.7% | -77.6% | -12.5% |
| 3Y | +79.8% | +102.6% | -22.7% | +55.8% |
| 5Y | +124.9% | +566.6% | -441.7% | +50.8% |
| All | +143.8% | +697.0% | -553.1% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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