-13.3%
IBM vs PG
+15.9%
-29.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.9% |
| 7D | +0.4% | +5.7% | -5.3% | +0.8% |
| 30D | +14.8% | +15.4% | -0.6% | +15.9% |
| 3M | +8.9% | +13.8% | -4.9% | +9.9% |
| 6M | +12.4% | +18.3% | -5.9% | +15.3% |
| YTD | -12.4% | +20.1% | -32.5% | -14.7% |
| 1Y | -13.3% | +17.0% | -30.3% | -15.4% |
| All | -13.3% | +15.9% | -29.1% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 1y: compounded portfolio wealth divided by compounded PG 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…
1y analysis · Full analysis span regression · 6 months rolling