+112.0%
IBM vs PFGC
+110.5%
+1.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | +0.3% | -2.4% | +2.7% | +0.8% |
| 30D | -1.5% | -15.8% | +14.3% | +1.8% |
| 3M | -16.8% | -0.6% | -16.2% | -16.6% |
| 6M | -9.0% | +10.7% | -19.7% | -10.9% |
| YTD | -20.1% | +7.6% | -27.7% | -21.5% |
| 1Y | -7.0% | -7.8% | +0.8% | -6.0% |
| 3Y | +72.4% | +63.7% | +8.7% | +55.0% |
| 5Y | +112.0% | +112.3% | -0.3% | +79.4% |
| All | +112.0% | +110.5% | +1.5% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling