+2,413.6%
IBM vs PPG
+2,762.5%
-348.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.5% |
| 7D | -0.3% | -1.5% | +1.2% | +0.2% |
| 30D | +0.3% | -5.0% | +5.2% | +2.0% |
| 3M | -21.6% | +1.1% | -22.7% | -22.4% |
| 6M | -4.7% | -3.2% | -1.5% | -4.8% |
| YTD | -19.1% | +11.9% | -31.0% | -23.4% |
| 1Y | -2.5% | +5.3% | -7.8% | -6.1% |
| 3Y | +74.2% | -15.0% | +89.2% | +78.4% |
| 5Y | +113.1% | -19.6% | +132.7% | +116.8% |
| 10Y | +133.5% | +27.0% | +106.5% | +96.3% |
| All | +2,413.6% | +2,762.5% | -348.9% | +647.7% |
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