-7.0%
IBM vs PH
+26.9%
-33.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.3% |
| 7D | +0.3% | +0.4% | -0.1% | +0.3% |
| 30D | -1.5% | -10.8% | +9.3% | -2.7% |
| 3M | -16.8% | +8.5% | -25.2% | -16.9% |
| 6M | -9.0% | +3.9% | -13.0% | -8.9% |
| YTD | -20.1% | +9.4% | -29.5% | -21.3% |
| 1Y | -7.0% | +26.8% | -33.8% | -11.7% |
| All | -7.0% | +26.9% | -33.9% | -11.7% |
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