+143.3%
IBM vs PL
+37.0%
+106.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.5% | -14.0% | -0.2% |
| 7D | -2.5% | +10.9% | -13.4% | -3.1% |
| 30D | +8.4% | -16.4% | +24.7% | +9.1% |
| 3M | +4.5% | -39.9% | +44.4% | +6.7% |
| 6M | +7.9% | -63.2% | +71.1% | +12.4% |
| YTD | -15.2% | -27.1% | +11.9% | -15.2% |
| 1Y | -17.6% | +12.2% | -29.8% | -19.7% |
| 3Y | +82.1% | +584.3% | -502.2% | +58.6% |
| 5Y | +143.3% | +37.0% | +106.4% | +114.2% |
| All | +143.3% | +37.0% | +106.4% | +114.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling