+73.0%
IBM vs PNR
-14.2%
+87.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.1% |
| 7D | -0.3% | -5.5% | +5.2% | +1.3% |
| 30D | -1.8% | -15.6% | +13.7% | +2.9% |
| 3M | -13.5% | -20.2% | +6.7% | -8.3% |
| 6M | -5.1% | -36.6% | +31.5% | +6.8% |
| YTD | -19.4% | -45.0% | +25.6% | -5.2% |
| 1Y | -6.5% | -47.4% | +40.9% | +11.3% |
| All | +73.0% | -14.2% | +87.2% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling