+142.1%
IBM vs PL
+11.6%
+130.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -10.1% | +7.3% | -2.3% |
| 7D | -4.3% | -20.5% | +16.2% | -3.3% |
| 30D | +11.7% | -38.8% | +50.4% | +14.2% |
| 3M | +5.5% | -49.1% | +54.6% | +8.7% |
| 6M | +9.5% | -69.4% | +78.8% | +15.0% |
| YTD | -14.9% | -42.3% | +27.5% | -13.9% |
| 1Y | -17.4% | -14.2% | -3.2% | -18.4% |
| 3Y | +83.3% | +398.7% | -315.4% | +62.0% |
| 5Y | +142.1% | +11.1% | +130.9% | +115.0% |
| All | +142.1% | +11.6% | +130.5% | +115.0% |
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