+147.3%
IBM vs PNR
+99.2%
+48.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +1.6% | +0.3% | +1.3% | +1.4% |
| 30D | +9.2% | +31.7% | -22.5% | -2.0% |
| 3M | +4.9% | +2.6% | +2.3% | +3.3% |
| 6M | +16.8% | -6.4% | +23.1% | +18.1% |
| YTD | -14.3% | -33.4% | +19.2% | -1.9% |
| 1Y | -16.7% | -35.1% | +18.4% | -3.9% |
| 3Y | +82.2% | +17.1% | +65.1% | +61.9% |
| 5Y | +149.9% | -3.5% | +153.5% | +136.0% |
| All | +147.3% | +99.2% | +48.0% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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