+2,383.6%
IBM vs PG
+4,011.1%
-1,627.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | -1.5% | -0.1% | -1.3% | -1.5% |
| 3M | -16.8% | +1.1% | -17.8% | -17.0% |
| 6M | -9.0% | -3.8% | -5.2% | -8.1% |
| YTD | -20.1% | +3.8% | -23.9% | -21.6% |
| 1Y | -7.0% | -5.8% | -1.3% | -6.0% |
| 3Y | +72.4% | +3.0% | +69.4% | +68.2% |
| 5Y | +112.0% | +14.5% | +97.5% | +98.8% |
| 10Y | +131.6% | +117.8% | +13.8% | +78.2% |
| All | +2,383.6% | +4,011.1% | -1,627.4% | +650.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling