+149.6%
IBM vs PR
+66.0%
+83.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | -5.0% | -16.4% | +11.4% | -4.0% |
| 30D | +11.1% | -1.9% | +13.0% | +11.2% |
| 3M | +5.7% | +8.0% | -2.2% | +5.2% |
| 6M | +10.1% | +4.1% | +6.0% | +9.6% |
| YTD | -15.6% | +58.7% | -74.3% | -18.2% |
| 1Y | -19.5% | +75.8% | -95.4% | -22.5% |
| 3Y | +80.4% | +73.2% | +7.2% | +72.7% |
| 5Y | +140.0% | +230.1% | -90.1% | +118.2% |
| All | +149.6% | +66.0% | +83.5% | +139.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling