-20.2%
IBM vs PH
+12.0%
-32.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.6% |
| 7D | -0.3% | +7.4% | -7.7% | +0.7% |
| 30D | +6.8% | +0.5% | +6.3% | +6.8% |
| 3M | +4.4% | -10.2% | +14.6% | +2.4% |
| 6M | +13.2% | +8.9% | +4.3% | +14.5% |
| YTD | -15.1% | +9.7% | -24.8% | -17.9% |
| 1Y | -20.2% | +12.8% | -33.0% | -24.0% |
| All | -20.2% | +12.0% | -32.1% | -24.0% |
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