+114.9%
IBM vs PL
+84.9%
+30.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.1% |
| 7D | -0.3% | -9.3% | +9.0% | +0.2% |
| 30D | +0.3% | -18.9% | +19.2% | +1.3% |
| 3M | -21.6% | -58.4% | +36.8% | -18.5% |
| 6M | -4.7% | -30.3% | +25.6% | -3.9% |
| YTD | -19.1% | -8.1% | -11.0% | -19.8% |
| 1Y | -2.5% | +180.5% | -183.0% | -9.5% |
| 3Y | +74.2% | +444.1% | -370.0% | +52.0% |
| 5Y | +113.1% | +83.0% | +30.1% | +80.8% |
| All | +114.9% | +84.9% | +30.0% | +82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling