+144.5%
IBM vs PFG
+239.8%
-95.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.7% |
| 7D | +3.6% | +3.2% | +0.3% | +2.1% |
| 30D | +1.5% | +0.9% | +0.6% | +1.0% |
| 3M | -12.9% | +7.7% | -20.6% | -15.6% |
| 6M | -3.9% | +29.0% | -32.9% | -13.5% |
| YTD | -17.3% | +32.5% | -49.8% | -26.3% |
| 1Y | -5.0% | +47.3% | -52.3% | -19.0% |
| 3Y | +78.2% | +68.2% | +10.0% | +41.8% |
| 5Y | +120.6% | +108.5% | +12.1% | +56.1% |
| 10Y | +144.5% | +241.4% | -96.9% | +26.0% |
| All | +144.5% | +239.8% | -95.3% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling