+163.1%
IBM vs PR
+147.8%
+15.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.0% | -2.6% |
| 7D | -4.3% | -16.5% | +12.2% | -3.3% |
| 30D | +11.7% | -4.5% | +16.2% | +11.9% |
| 3M | +5.5% | +8.5% | -3.0% | +4.9% |
| 6M | +9.5% | -3.3% | +12.8% | +9.5% |
| YTD | -14.9% | +55.7% | -70.6% | -17.4% |
| 1Y | -17.4% | +82.0% | -99.4% | -20.5% |
| 3Y | +83.3% | +62.5% | +20.8% | +76.2% |
| 5Y | +142.1% | +223.9% | -81.9% | +120.7% |
| 10Y | +157.2% | +64.2% | +93.0% | +143.2% |
| All | +163.1% | +147.8% | +15.3% | +149.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling