+876.7%
IBM vs PLD
+1,606.2%
-729.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.3% |
| 7D | -4.3% | +0.4% | -4.7% | -4.4% |
| 30D | +11.7% | -0.1% | +11.8% | +11.7% |
| 3M | +5.5% | -7.9% | +13.4% | +7.6% |
| 6M | +9.5% | -7.0% | +16.4% | +11.0% |
| YTD | -14.9% | +3.1% | -17.9% | -15.9% |
| 1Y | -17.4% | +7.1% | -24.4% | -19.1% |
| 3Y | +83.3% | +32.9% | +50.4% | +67.7% |
| 5Y | +142.1% | +1.5% | +140.5% | +133.0% |
| 10Y | +157.2% | +245.9% | -88.7% | +83.2% |
| All | +876.7% | +1,606.2% | -729.5% | +299.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 all: compounded portfolio wealth divided by compounded PLD 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…
all analysis · Full analysis span regression · 6 months rolling