+115.5%
IBM vs PCG
+58.3%
+57.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.4% | -0.2% |
| 7D | -0.3% | -13.9% | +13.6% | +1.3% |
| 30D | +0.3% | -16.9% | +17.1% | +2.3% |
| 3M | -21.6% | -14.7% | -6.9% | -20.4% |
| 6M | -4.7% | -23.8% | +19.1% | -1.7% |
| YTD | -19.1% | -10.5% | -8.6% | -18.8% |
| 1Y | -2.5% | -5.1% | +2.6% | -3.3% |
| 3Y | +74.2% | -11.6% | +85.8% | +73.5% |
| All | +115.5% | +58.3% | +57.2% | +97.4% |
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