+6.4%
IBM vs PLTU
+129.7%
-123.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | -2.1% |
| 7D | -0.3% | -17.7% | +17.4% | +1.3% |
| 30D | -1.8% | -12.5% | +10.7% | -1.0% |
| 3M | -13.5% | +39.5% | -52.9% | -17.7% |
| 6M | -5.1% | -7.0% | +1.9% | -7.3% |
| YTD | -19.4% | -38.1% | +18.7% | -20.0% |
| 1Y | -6.5% | -36.0% | +29.5% | -8.3% |
| All | +6.4% | +129.7% | -123.3% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 10y: compounded portfolio wealth divided by compounded PLTU 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…
10y analysis · Full analysis span regression · 6 months rolling