+142.1%
IBM vs PPL
+47.7%
+94.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.1% |
| 7D | -4.3% | +1.0% | -5.4% | -4.7% |
| 30D | +11.7% | +6.8% | +4.8% | +9.1% |
| 3M | +5.5% | +3.9% | +1.6% | +3.9% |
| 6M | +9.5% | -2.0% | +11.5% | +10.0% |
| YTD | -14.9% | +5.3% | -20.1% | -17.2% |
| 1Y | -17.4% | +2.2% | -19.5% | -18.6% |
| 3Y | +83.3% | +56.7% | +26.5% | +49.9% |
| 5Y | +142.1% | +49.1% | +93.0% | +103.1% |
| All | +142.1% | +47.7% | +94.4% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling