+178.4%
IBM vs PFGC
+465.8%
-287.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.5% |
| 7D | -5.0% | +8.5% | -13.5% | -6.4% |
| 30D | +11.1% | +15.0% | -3.9% | +8.4% |
| 3M | +5.7% | -6.2% | +11.9% | +6.5% |
| 6M | +10.1% | +15.7% | -5.6% | +7.2% |
| YTD | -15.6% | +19.6% | -35.2% | -18.6% |
| 1Y | -19.5% | +13.2% | -32.7% | -21.8% |
| 3Y | +80.4% | +77.0% | +3.4% | +62.1% |
| 5Y | +140.0% | +121.5% | +18.5% | +104.3% |
| 10Y | +155.0% | +354.5% | -199.6% | +99.9% |
| All | +178.4% | +465.8% | -287.4% | +113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling