+2,544.4%
IBM vs PCG
+88.9%
+2,455.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.6% | -2.7% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | +11.7% | +5.8% | +5.8% | +11.0% |
| 3M | +5.5% | -22.8% | +28.3% | +8.0% |
| 6M | +9.5% | -18.4% | +27.9% | +11.2% |
| YTD | -14.9% | -16.9% | +2.0% | -13.9% |
| 1Y | -17.4% | -17.6% | +0.3% | -16.3% |
| 3Y | +83.3% | -20.0% | +103.2% | +85.2% |
| 5Y | +142.1% | +16.0% | +126.0% | +133.4% |
| 10Y | +157.2% | -76.7% | +233.9% | +165.6% |
| All | +2,544.4% | +88.9% | +2,455.4% | +1,474.2% |
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