+143.8%
IBM vs PG
+121.7%
+22.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.2% |
| 7D | +3.6% | -0.8% | +4.4% | +3.9% |
| 30D | +3.1% | +0.8% | +2.3% | +2.6% |
| 3M | -10.8% | -1.3% | -9.5% | -10.2% |
| 6M | -0.8% | -3.8% | +3.0% | +0.6% |
| YTD | -16.2% | +3.6% | -19.8% | -18.7% |
| 1Y | -2.9% | -5.7% | +2.9% | -1.5% |
| 3Y | +79.8% | +1.6% | +78.3% | +73.0% |
| 5Y | +124.9% | +14.6% | +110.3% | +99.1% |
| All | +143.8% | +121.7% | +22.1% | +59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling