+139.9%
IBM vs PR
+65.1%
+74.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.7% |
| 7D | -2.2% | -9.5% | +7.3% | -1.6% |
| 30D | +7.7% | -5.7% | +13.3% | +8.0% |
| 3M | +3.5% | +3.0% | +0.5% | +3.2% |
| 6M | +7.2% | +11.8% | -4.6% | +6.3% |
| YTD | -15.8% | +58.5% | -74.2% | -18.4% |
| 1Y | -19.3% | +69.9% | -89.2% | -22.1% |
| 3Y | +78.0% | +84.9% | -6.9% | +69.8% |
| 5Y | +143.0% | +246.4% | -103.4% | +120.4% |
| 10Y | +139.9% | +70.3% | +69.6% | +129.5% |
| All | +139.9% | +65.1% | +74.9% | +129.5% |
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