+149.9%
IBM vs PPL
+62.1%
+87.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | -2.5% | -1.2% | -1.3% | -2.0% |
| 30D | +8.4% | +4.2% | +4.1% | +6.3% |
| 3M | +4.5% | +1.5% | +3.0% | +3.4% |
| 6M | +7.9% | +1.0% | +6.8% | +6.8% |
| YTD | -15.2% | +4.4% | -19.6% | -17.7% |
| 1Y | -17.6% | +0.8% | -18.3% | -18.7% |
| 3Y | +82.1% | +56.5% | +25.6% | +44.2% |
| 5Y | +143.3% | +47.7% | +95.7% | +95.7% |
| 10Y | +149.9% | +64.4% | +85.5% | +78.6% |
| All | +149.9% | +62.1% | +87.8% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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