-13.3%
IBM vs PL
-0.6%
-12.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.4% | +8.1% | +1.9% |
| 7D | +0.4% | -11.7% | +12.2% | +0.8% |
| 30D | +14.8% | -27.1% | +41.9% | +15.8% |
| 3M | +8.9% | -44.6% | +53.5% | +11.0% |
| 6M | +12.4% | -67.2% | +79.6% | +16.6% |
| YTD | -12.4% | -35.9% | +23.5% | -10.7% |
| 1Y | -13.3% | -0.4% | -12.9% | -12.2% |
| All | -13.3% | -0.6% | -12.6% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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