+150.1%
IBM vs PM
+163.6%
-13.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | +1.6% | +0.5% | +1.0% | +1.5% |
| 30D | +9.2% | -3.2% | +12.4% | +9.8% |
| 3M | +4.9% | +6.2% | -1.3% | +3.7% |
| 6M | +16.8% | +7.7% | +9.1% | +15.1% |
| YTD | -14.3% | +27.3% | -41.5% | -18.7% |
| 1Y | -16.7% | +32.8% | -49.5% | -21.8% |
| 3Y | +82.2% | +150.0% | -67.8% | +38.0% |
| All | +150.1% | +163.6% | -13.4% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling