+9.5%
IBM vs PPL
-3.2%
+12.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.8% |
| 7D | -4.3% | +1.0% | -5.4% | -4.3% |
| 30D | +11.7% | +6.8% | +4.8% | +11.7% |
| 3M | +5.5% | +3.9% | +1.6% | +5.6% |
| 6M | +9.5% | -2.0% | +11.5% | +13.3% |
| All | +9.5% | -3.2% | +12.7% | +13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling