+353.9%
IBM vs PFG
+1,015.3%
-661.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -0.3% | +5.5% | -5.8% | -1.8% |
| 30D | +0.3% | +2.4% | -2.1% | -0.4% |
| 3M | -21.6% | +13.6% | -35.2% | -24.2% |
| 6M | -4.7% | +27.9% | -32.6% | -10.7% |
| YTD | -19.1% | +35.6% | -54.6% | -25.2% |
| 1Y | -2.5% | +48.5% | -51.0% | -12.1% |
| 3Y | +74.2% | +66.9% | +7.3% | +51.2% |
| 5Y | +113.1% | +111.0% | +2.2% | +72.0% |
| 10Y | +133.5% | +244.5% | -111.0% | +61.1% |
| All | +353.9% | +1,015.3% | -661.4% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling