+147.3%
IBM vs PPL
+67.2%
+80.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.4% |
| 7D | +1.6% | -0.4% | +1.9% | +1.7% |
| 30D | +9.2% | +2.6% | +6.5% | +7.8% |
| 3M | +4.9% | +0.8% | +4.1% | +4.2% |
| 6M | +16.8% | +1.4% | +15.4% | +15.4% |
| YTD | -14.3% | +4.3% | -18.6% | -16.7% |
| 1Y | -16.7% | +0.8% | -17.5% | -17.8% |
| 3Y | +82.2% | +57.9% | +24.3% | +43.6% |
| 5Y | +149.9% | +48.3% | +101.6% | +100.5% |
| All | +147.3% | +67.2% | +80.1% | +72.9% |
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