+2,413.6%
IBM vs PH
+25,185.5%
-22,771.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.3% | -3.1% | +2.8% | +0.7% |
| 30D | +0.3% | -3.2% | +3.5% | +1.1% |
| 3M | -21.6% | +10.6% | -32.2% | -24.7% |
| 6M | -4.7% | -2.1% | -2.6% | -5.5% |
| YTD | -19.1% | +10.2% | -29.3% | -22.9% |
| 1Y | -2.5% | +28.2% | -30.7% | -11.9% |
| 3Y | +74.2% | +134.9% | -60.7% | +26.4% |
| 5Y | +113.1% | +253.6% | -140.5% | +32.3% |
| 10Y | +133.5% | +804.7% | -671.2% | +2.7% |
| All | +2,413.6% | +25,185.5% | -22,771.9% | +298.8% |
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 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