-2.5%
IBM vs PR
+76.5%
-79.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | 0.0% |
| 7D | -0.3% | +2.9% | -3.2% | -0.2% |
| 30D | +0.3% | +18.0% | -17.8% | +1.1% |
| 3M | -21.6% | +16.9% | -38.5% | -21.2% |
| 6M | -4.7% | +28.2% | -32.9% | -5.1% |
| YTD | -19.1% | +69.3% | -88.4% | -20.9% |
| 1Y | -2.5% | +69.5% | -72.0% | -3.2% |
| All | -2.5% | +76.5% | -79.0% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling