+2,383.6%
IBM vs PNR
+3,553.7%
-1,170.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.5% |
| 7D | +0.3% | -3.0% | +3.3% | +1.1% |
| 30D | -1.5% | -14.9% | +13.4% | +2.9% |
| 3M | -16.8% | -19.0% | +2.3% | -12.2% |
| 6M | -9.0% | -35.9% | +26.9% | +1.9% |
| YTD | -20.1% | -43.1% | +23.1% | -7.6% |
| 1Y | -7.0% | -46.4% | +39.4% | +9.0% |
| 3Y | +72.4% | -10.8% | +83.2% | +73.5% |
| 5Y | +112.0% | -18.9% | +130.8% | +114.5% |
| 10Y | +131.6% | +64.4% | +67.1% | +89.0% |
| All | +2,383.6% | +3,553.7% | -1,170.1% | +1,132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling