+123.0%
IBM vs PBR
+552.2%
-429.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.0% |
| 7D | +3.6% | +5.4% | -1.8% | +3.1% |
| 30D | +3.1% | +22.9% | -19.8% | +1.1% |
| 3M | -10.8% | +19.6% | -30.5% | -12.5% |
| 6M | -0.8% | +16.5% | -17.3% | -2.6% |
| YTD | -16.2% | +86.7% | -102.8% | -22.0% |
| 1Y | -2.9% | +74.7% | -77.6% | -9.0% |
| 3Y | +79.8% | +102.6% | -22.7% | +64.5% |
| All | +123.0% | +552.2% | -429.1% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling