+2,562.9%
IBM vs PPG
+3,036.2%
-473.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +1.6% | +0.7% | +0.8% | +1.3% |
| 30D | +9.2% | +17.6% | -8.4% | +3.0% |
| 3M | +4.9% | +7.5% | -2.5% | +2.1% |
| 6M | +16.8% | +17.6% | -0.9% | +9.4% |
| YTD | -14.3% | +22.6% | -36.8% | -21.6% |
| 1Y | -16.7% | +28.0% | -44.7% | -25.1% |
| 3Y | +82.2% | +1.8% | +80.4% | +75.1% |
| 5Y | +149.9% | -15.5% | +165.4% | +150.0% |
| 10Y | +142.6% | +54.9% | +87.7% | +90.2% |
| All | +2,562.9% | +3,036.2% | -473.3% | +665.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling