+80.4%
IBM vs PFGC
+77.4%
+3.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.4% |
| 7D | -5.0% | +8.5% | -13.5% | -6.7% |
| 30D | +11.1% | +15.0% | -3.9% | +7.6% |
| 3M | +5.7% | -6.2% | +11.9% | +7.2% |
| 6M | +10.1% | +15.7% | -5.6% | +6.6% |
| YTD | -15.6% | +19.6% | -35.2% | -19.4% |
| 1Y | -19.5% | +13.2% | -32.7% | -22.1% |
| 3Y | +80.4% | +77.0% | +3.4% | +52.3% |
| All | +80.4% | +77.4% | +3.0% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling