+72.4%
IBM vs PSX
+138.7%
-66.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | +0.3% | +2.8% | -2.5% | -0.2% |
| 30D | -1.5% | +27.8% | -29.2% | -5.7% |
| 3M | -16.8% | +42.0% | -58.8% | -22.2% |
| 6M | -9.0% | +58.1% | -67.1% | -17.2% |
| YTD | -20.1% | +105.0% | -125.1% | -31.9% |
| 1Y | -7.0% | +104.9% | -111.9% | -20.9% |
| 3Y | +72.4% | +134.1% | -61.7% | +37.0% |
| All | +72.4% | +138.7% | -66.3% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 3y: compounded portfolio wealth divided by compounded PSX 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…
3y analysis · Full analysis span regression · 6 months rolling