-13.3%
IBM vs PH
+20.3%
-33.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +1.3% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +14.8% | -6.7% | +21.5% | +13.9% |
| 3M | +8.9% | -8.1% | +17.1% | +7.8% |
| 6M | +12.4% | +5.3% | +7.1% | +12.2% |
| YTD | -12.4% | +4.2% | -16.6% | -14.6% |
| 1Y | -13.3% | +19.3% | -32.6% | -19.9% |
| All | -13.3% | +20.3% | -33.6% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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