+141.6%
IBM vs PM
+242.6%
-101.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | -1.5% | -6.6% | +5.1% | +0.7% |
| 30D | +8.4% | -3.4% | +11.9% | +9.5% |
| 3M | +4.2% | +5.3% | -1.1% | +2.1% |
| 6M | +7.9% | +15.5% | -7.6% | +2.2% |
| YTD | -15.2% | +24.3% | -39.4% | -22.6% |
| 1Y | -18.7% | +29.7% | -48.4% | -27.1% |
| 3Y | +79.2% | +144.9% | -65.7% | +20.3% |
| 5Y | +144.7% | +159.0% | -14.3% | +57.7% |
| 10Y | +141.6% | +250.9% | -109.3% | +25.0% |
| All | +141.6% | +242.6% | -101.0% | +25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling