-5.0%
IBM vs PFG
+47.8%
-52.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.9% |
| 7D | +3.6% | +3.2% | +0.3% | +1.5% |
| 30D | +1.5% | +0.9% | +0.6% | +0.8% |
| 3M | -12.9% | +7.7% | -20.6% | -16.8% |
| 6M | -3.9% | +29.0% | -32.9% | -17.5% |
| YTD | -17.3% | +32.5% | -49.8% | -28.8% |
| 1Y | -5.0% | +47.3% | -52.3% | -19.4% |
| All | -5.0% | +47.8% | -52.8% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling