+112.0%
IBM vs PFG
+110.7%
+1.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | +0.3% | +6.0% | -5.7% | -2.0% |
| 30D | -1.5% | +2.2% | -3.7% | -2.4% |
| 3M | -16.8% | +10.4% | -27.1% | -19.8% |
| 6M | -9.0% | +27.8% | -36.8% | -17.0% |
| YTD | -20.1% | +33.6% | -53.7% | -28.1% |
| 1Y | -7.0% | +49.3% | -56.3% | -19.6% |
| 3Y | +72.4% | +69.7% | +2.6% | +40.9% |
| 5Y | +112.0% | +111.3% | +0.6% | +58.1% |
| All | +112.0% | +110.7% | +1.3% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling