-18.8%
IBM vs PH
+13.9%
-32.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.8% | +1.0% |
| 7D | -2.5% | +3.0% | -5.6% | -2.1% |
| 30D | +8.4% | -0.6% | +9.0% | +8.3% |
| 3M | +4.5% | -10.7% | +15.2% | +2.4% |
| 6M | +7.9% | +9.1% | -1.2% | +9.0% |
| YTD | -15.2% | +9.5% | -24.7% | -18.1% |
| All | -18.8% | +13.9% | -32.6% | -23.8% |
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