+79.2%
IBM vs PCG
-18.6%
+97.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | 0.0% |
| 7D | -1.5% | -0.5% | -1.1% | -1.5% |
| 30D | +8.4% | +0.8% | +7.6% | +8.3% |
| 3M | +4.2% | -22.0% | +26.2% | +6.0% |
| 6M | +7.9% | -17.1% | +25.0% | +8.9% |
| YTD | -15.2% | -16.9% | +1.7% | -14.9% |
| 1Y | -18.7% | -19.1% | +0.3% | -18.1% |
| 3Y | +79.2% | -19.4% | +98.7% | +80.8% |
| All | +79.2% | -18.6% | +97.8% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 3y: compounded portfolio wealth divided by compounded PCG 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…
3y analysis · Full analysis span regression · 6 months rolling