-2.9%
IBM vs PG
-5.2%
+2.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +4.1% |
| 7D | +3.6% | -0.8% | +4.4% | +3.5% |
| 30D | +3.1% | +0.8% | +2.3% | +3.1% |
| 3M | -10.8% | -1.3% | -9.5% | -10.9% |
| 6M | -0.8% | -3.8% | +3.0% | -0.9% |
| YTD | -16.2% | +3.6% | -19.8% | -18.7% |
| 1Y | -2.9% | -5.7% | +2.9% | -5.1% |
| All | -2.9% | -5.2% | +2.3% | -5.1% |
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