+5.9%
IBM vs PLTD
-77.8%
+83.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.6% | +0.9% |
| 7D | -0.3% | +5.9% | -6.2% | +0.8% |
| 30D | +0.3% | -11.6% | +11.9% | -1.4% |
| 3M | -21.6% | -29.9% | +8.3% | -24.9% |
| 6M | -4.7% | -28.5% | +23.8% | -7.4% |
| YTD | -19.1% | -20.4% | +1.3% | -20.2% |
| 1Y | -2.5% | -33.3% | +30.8% | -5.6% |
| All | +5.9% | -77.8% | +83.7% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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