+2,413.6%
IBM vs PPL
+2,096.5%
+317.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | +2.7% | -3.0% | -1.1% |
| 30D | +0.3% | +0.5% | -0.2% | 0.0% |
| 3M | -21.6% | +0.7% | -22.3% | -21.9% |
| 6M | -4.7% | -7.6% | +2.9% | -2.6% |
| YTD | -19.1% | +1.8% | -20.9% | -19.9% |
| 1Y | -2.5% | -0.8% | -1.7% | -2.8% |
| 3Y | +74.2% | +56.9% | +17.3% | +48.7% |
| 5Y | +113.1% | +39.5% | +73.6% | +88.1% |
| 10Y | +133.5% | +55.4% | +78.1% | +94.9% |
| All | +2,413.6% | +2,096.5% | +317.1% | +914.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling