+2,413.6%
IBM vs PCG
+103.4%
+2,310.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.4% | -0.2% |
| 7D | -0.3% | -13.9% | +13.6% | +1.0% |
| 30D | +0.3% | -16.9% | +17.1% | +1.9% |
| 3M | -21.6% | -14.7% | -6.9% | -20.6% |
| 6M | -4.7% | -23.8% | +19.1% | -2.4% |
| YTD | -19.1% | -10.5% | -8.6% | -18.7% |
| 1Y | -2.5% | -5.1% | +2.6% | -2.7% |
| 3Y | +74.2% | -11.6% | +85.8% | +74.2% |
| 5Y | +113.1% | +59.0% | +54.1% | +98.8% |
| 10Y | +133.5% | -75.7% | +209.3% | +140.8% |
| All | +2,413.6% | +103.4% | +2,310.2% | +1,386.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling