+120.6%
IBM vs PNR
-20.5%
+141.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.9% | +5.3% | +3.9% |
| 7D | +3.6% | -3.9% | +7.4% | +4.6% |
| 30D | +1.5% | -13.8% | +15.3% | +5.6% |
| 3M | -12.9% | -22.5% | +9.6% | -7.2% |
| 6M | -3.9% | -37.2% | +33.2% | +7.8% |
| YTD | -17.3% | -44.2% | +26.9% | -4.3% |
| 1Y | -5.0% | -46.6% | +41.7% | +11.3% |
| 3Y | +78.2% | -12.5% | +90.7% | +80.7% |
| 5Y | +120.6% | -19.3% | +140.0% | +108.1% |
| All | +120.6% | -20.5% | +141.1% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling