+2,562.9%
IBM vs PNR
+4,177.9%
-1,615.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | +9.2% | +31.7% | -22.5% | +0.8% |
| 3M | +4.9% | +2.6% | +2.3% | +3.7% |
| 6M | +16.8% | -6.4% | +23.1% | +17.7% |
| YTD | -14.3% | -33.4% | +19.2% | -5.6% |
| 1Y | -16.7% | -35.1% | +18.4% | -7.7% |
| 3Y | +82.2% | +17.1% | +65.1% | +69.6% |
| 5Y | +149.9% | -3.5% | +153.5% | +140.5% |
| 10Y | +142.6% | +100.2% | +42.4% | +87.1% |
| All | +2,562.9% | +4,177.9% | -1,615.1% | +1,159.2% |
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 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