+136.5%
IBM vs PFGC
+292.0%
-155.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | +0.3% | -2.4% | +2.7% | +0.7% |
| 30D | -1.5% | -15.8% | +14.3% | +1.4% |
| 3M | -16.8% | -0.6% | -16.2% | -16.7% |
| 6M | -9.0% | +10.7% | -19.7% | -10.7% |
| YTD | -20.1% | +7.6% | -27.7% | -21.4% |
| 1Y | -7.0% | -7.8% | +0.8% | -6.3% |
| 3Y | +72.4% | +63.7% | +8.7% | +56.9% |
| 5Y | +112.0% | +112.3% | -0.3% | +81.4% |
| All | +136.5% | +292.0% | -155.5% | +91.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling