+120.6%
IBM vs PSX
+370.3%
-249.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.7% | +3.3% |
| 7D | +3.6% | +1.8% | +1.7% | +3.2% |
| 30D | +1.5% | +21.6% | -20.1% | -2.1% |
| 3M | -12.9% | +46.5% | -59.4% | -19.1% |
| 6M | -3.9% | +62.0% | -65.9% | -12.9% |
| YTD | -17.3% | +106.3% | -123.7% | -29.1% |
| 1Y | -5.0% | +103.0% | -108.0% | -18.3% |
| 3Y | +78.2% | +135.5% | -57.3% | +45.9% |
| 5Y | +120.6% | +368.5% | -247.9% | +52.6% |
| All | +120.6% | +370.3% | -249.7% | +52.6% |
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