-2.5%
IBM vs PM
+16.6%
-19.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | 0.0% |
| 7D | -0.3% | -4.9% | +4.6% | -0.4% |
| 30D | +0.3% | -3.4% | +3.7% | +0.2% |
| 3M | -21.6% | +5.2% | -26.8% | -20.8% |
| 6M | -4.7% | +3.7% | -8.4% | -3.3% |
| YTD | -19.1% | +15.8% | -34.9% | -18.4% |
| 1Y | -2.5% | +17.4% | -19.9% | -1.0% |
| All | -2.5% | +16.6% | -19.1% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling