+79.2%
IBM vs PL
+570.0%
-490.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -1.5% | +5.6% | -7.2% | -1.9% |
| 30D | +8.4% | -16.9% | +25.3% | +9.3% |
| 3M | +4.2% | -38.2% | +42.4% | +6.7% |
| 6M | +7.9% | -63.4% | +71.4% | +13.4% |
| YTD | -15.2% | -27.6% | +12.5% | -15.3% |
| 1Y | -18.7% | +6.6% | -25.3% | -21.2% |
| 3Y | +79.2% | +557.6% | -478.4% | +48.5% |
| All | +79.2% | +570.0% | -490.8% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling