+144.7%
IBM vs PSX
+280.1%
-135.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.2% |
| 7D | -1.5% | -7.8% | +6.3% | -0.2% |
| 30D | +8.4% | -9.9% | +18.3% | +10.2% |
| 3M | +4.2% | +16.9% | -12.7% | +1.0% |
| 6M | +7.9% | +48.0% | -40.0% | -0.3% |
| YTD | -15.2% | +98.3% | -113.5% | -26.7% |
| 1Y | -18.7% | +86.2% | -104.9% | -28.8% |
| 3Y | +79.2% | +144.0% | -64.8% | +46.1% |
| 5Y | +144.7% | +287.7% | -143.0% | +80.2% |
| All | +144.7% | +280.1% | -135.4% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling