+289.7%
IBM vs PM
+752.6%
-462.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.8% |
| 7D | -0.3% | -4.9% | +4.6% | +1.6% |
| 30D | +0.3% | -3.4% | +3.7% | +1.5% |
| 3M | -21.6% | +5.2% | -26.8% | -23.1% |
| 6M | -4.7% | +3.7% | -8.4% | -7.1% |
| YTD | -19.1% | +15.8% | -34.9% | -24.9% |
| 1Y | -2.5% | +17.4% | -19.9% | -10.5% |
| 3Y | +74.2% | +116.9% | -42.8% | +19.6% |
| 5Y | +113.1% | +117.3% | -4.2% | +44.1% |
| 10Y | +133.5% | +193.8% | -60.2% | +31.3% |
| All | +289.7% | +752.6% | -462.9% | +30.0% |
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 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