+116.3%
IBM vs PG
+12.8%
+103.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -0.3% | -2.7% | +2.4% | +0.5% |
| 30D | -1.8% | -1.5% | -0.3% | -1.5% |
| 3M | -13.5% | -3.4% | -10.1% | -12.5% |
| 6M | -5.1% | -7.0% | +1.9% | -3.1% |
| YTD | -19.4% | +2.0% | -21.4% | -20.9% |
| 1Y | -6.5% | -6.5% | -0.1% | -5.4% |
| 3Y | +73.8% | +1.2% | +72.6% | +69.0% |
| 5Y | +116.3% | +12.8% | +103.5% | +94.0% |
| All | +116.3% | +12.8% | +103.5% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling