+143.6%
IBM vs PPL
+65.2%
+78.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | -1.7% | -1.0% | -0.8% | -1.3% |
| 30D | +10.1% | +3.0% | +7.1% | +8.5% |
| 3M | +4.8% | +1.1% | +3.7% | +4.0% |
| 6M | +12.6% | -0.8% | +13.4% | +12.4% |
| YTD | -13.9% | +3.5% | -17.4% | -16.1% |
| 1Y | -18.7% | -0.9% | -17.8% | -19.2% |
| 3Y | +81.9% | +54.2% | +27.7% | +44.9% |
| 5Y | +148.3% | +46.3% | +102.0% | +100.4% |
| 10Y | +143.6% | +65.0% | +78.6% | +70.8% |
| All | +143.6% | +65.2% | +78.4% | +70.8% |
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