+113.9%
IBM vs PSX
+1,177.4%
-1,063.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -1.9% |
| 7D | -0.3% | +6.4% | -6.7% | -1.9% |
| 30D | +6.8% | -10.2% | +16.9% | +9.5% |
| 3M | +4.4% | +17.2% | -12.8% | -0.3% |
| 6M | +13.2% | +51.8% | -38.6% | +0.3% |
| YTD | -15.1% | +108.0% | -123.1% | -31.6% |
| 1Y | -20.2% | +96.1% | -116.3% | -34.7% |
| 3Y | +79.3% | +155.9% | -76.6% | +33.3% |
| 5Y | +147.5% | +306.9% | -159.5% | +55.4% |
| 10Y | +140.2% | +364.5% | -224.4% | +35.0% |
| All | +113.9% | +1,177.4% | -1,063.6% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling