+2,521.8%
IBM vs PCG
+85.2%
+2,436.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.6% |
| 7D | -5.0% | -1.6% | -3.4% | -4.8% |
| 30D | +11.1% | +1.4% | +9.7% | +10.9% |
| 3M | +5.7% | -23.4% | +29.1% | +8.3% |
| 6M | +10.1% | -19.4% | +29.5% | +12.0% |
| YTD | -15.6% | -18.5% | +2.9% | -14.4% |
| 1Y | -19.5% | -19.5% | 0.0% | -18.3% |
| 3Y | +80.4% | -21.0% | +101.4% | +82.5% |
| 5Y | +140.0% | +13.7% | +126.3% | +131.9% |
| 10Y | +155.0% | -77.2% | +232.1% | +163.8% |
| All | +2,521.8% | +85.2% | +2,436.6% | +1,464.0% |
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