+148.3%
IBM vs PCG
+7.2%
+141.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | -1.7% | -2.2% | +0.5% | -1.4% |
| 30D | +10.1% | -0.5% | +10.6% | +10.1% |
| 3M | +4.8% | -24.0% | +28.8% | +8.2% |
| 6M | +12.6% | -18.6% | +31.2% | +14.8% |
| YTD | -13.9% | -17.7% | +3.8% | -12.8% |
| 1Y | -18.7% | -20.0% | +1.3% | -17.3% |
| 3Y | +81.9% | -20.2% | +102.1% | +83.6% |
| 5Y | +148.3% | +8.4% | +139.9% | +131.1% |
| All | +148.3% | +7.2% | +141.1% | +131.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling