+138.2%
IBM vs PH
+197.3%
-59.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.7% | -1.6% |
| 7D | -5.0% | +2.0% | -7.0% | -5.5% |
| 30D | +11.1% | -3.7% | +14.8% | +11.9% |
| 3M | +5.7% | -14.0% | +19.7% | +9.6% |
| 6M | +10.1% | +2.1% | +8.0% | +8.1% |
| YTD | -15.6% | +5.1% | -20.7% | -18.5% |
| 1Y | -19.5% | +10.9% | -30.5% | -23.8% |
| 3Y | +80.4% | +132.9% | -52.6% | +32.7% |
| All | +138.2% | +197.3% | -59.1% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling