+143.8%
IBM vs PPG
+26.9%
+116.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.5% | +3.8% |
| 7D | +3.6% | -6.2% | +9.8% | +6.0% |
| 30D | +3.1% | -7.9% | +11.0% | +6.2% |
| 3M | -10.8% | -10.2% | -0.6% | -7.7% |
| 6M | -0.8% | +2.7% | -3.5% | -3.0% |
| YTD | -16.2% | +4.9% | -21.1% | -19.3% |
| 1Y | -2.9% | -3.2% | +0.3% | -3.8% |
| 3Y | +79.8% | -17.0% | +96.8% | +86.2% |
| 5Y | +124.9% | -23.3% | +148.2% | +134.1% |
| All | +143.8% | +26.9% | +116.9% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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