+144.5%
IBM vs PFGC
+287.3%
-142.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.6% |
| 7D | +3.6% | -3.7% | +7.3% | +4.2% |
| 30D | +1.5% | -16.0% | +17.5% | +4.5% |
| 3M | -12.9% | -4.1% | -8.8% | -12.3% |
| 6M | -3.9% | +8.7% | -12.6% | -5.4% |
| YTD | -17.3% | +6.4% | -23.7% | -18.6% |
| 1Y | -5.0% | -8.4% | +3.4% | -4.2% |
| 3Y | +78.2% | +61.8% | +16.5% | +62.5% |
| 5Y | +120.6% | +108.7% | +11.9% | +89.3% |
| 10Y | +144.5% | +298.1% | -153.7% | +98.6% |
| All | +144.5% | +287.3% | -142.9% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PFGC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling