+298.2%
IBM vs PBR
+1,864.5%
-1,566.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.8% |
| 7D | +0.3% | +2.5% | -2.2% | -0.2% |
| 30D | -1.5% | +19.4% | -20.9% | -4.6% |
| 3M | -16.8% | +20.8% | -37.6% | -19.7% |
| 6M | -9.0% | +23.5% | -32.5% | -12.9% |
| YTD | -20.1% | +83.4% | -103.4% | -28.8% |
| 1Y | -7.0% | +77.6% | -84.6% | -16.9% |
| 3Y | +72.4% | +99.9% | -27.5% | +48.9% |
| 5Y | +112.0% | +567.7% | -455.7% | +42.4% |
| 10Y | +131.6% | +621.5% | -490.0% | +37.6% |
| All | +298.2% | +1,864.5% | -1,566.3% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling