+81.9%
IBM vs PL
+403.1%
-321.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -10.1% | +7.3% | -2.3% |
| 7D | -4.3% | -20.5% | +16.2% | -3.1% |
| 30D | +11.7% | -38.8% | +50.4% | +14.6% |
| 3M | +5.5% | -49.1% | +54.6% | +9.3% |
| 6M | +9.5% | -69.4% | +78.8% | +16.1% |
| YTD | -14.9% | -42.3% | +27.5% | -13.8% |
| 1Y | -17.4% | -14.2% | -3.2% | -18.8% |
| All | +81.9% | +403.1% | -321.1% | +51.6% |
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