+2,521.8%
IBM vs PH
+24,008.7%
-21,486.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.7% | -1.8% |
| 7D | -5.0% | +2.0% | -7.0% | -5.7% |
| 30D | +11.1% | -3.7% | +14.8% | +12.1% |
| 3M | +5.7% | -14.0% | +19.7% | +10.5% |
| 6M | +10.1% | +2.1% | +8.0% | +7.9% |
| YTD | -15.6% | +5.1% | -20.7% | -18.6% |
| 1Y | -19.5% | +10.9% | -30.5% | -23.8% |
| 3Y | +80.4% | +132.9% | -52.6% | +31.2% |
| 5Y | +140.0% | +200.1% | -60.1% | +57.0% |
| 10Y | +155.0% | +783.8% | -628.8% | +12.6% |
| All | +2,521.8% | +24,008.7% | -21,486.9% | +321.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling