+306.5%
IBM vs PM
+824.3%
-517.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.2% |
| 7D | -5.0% | -5.2% | +0.3% | -3.0% |
| 30D | +11.1% | +2.7% | +8.4% | +9.7% |
| 3M | +5.7% | +5.2% | +0.5% | +3.3% |
| 6M | +10.1% | +17.0% | -6.9% | +2.9% |
| YTD | -15.6% | +25.5% | -41.1% | -24.3% |
| 1Y | -19.5% | +35.5% | -55.1% | -30.2% |
| 3Y | +80.4% | +143.9% | -63.5% | +18.0% |
| 5Y | +140.0% | +161.8% | -21.8% | +49.6% |
| 10Y | +155.0% | +235.9% | -81.0% | +35.3% |
| All | +306.5% | +824.3% | -517.8% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling