+131.6%
IBM vs PWR
+2,399.9%
-2,268.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.7% |
| 7D | +0.3% | +4.5% | -4.2% | -0.7% |
| 30D | -1.5% | -4.9% | +3.4% | -0.6% |
| 3M | -16.8% | -7.9% | -8.9% | -16.3% |
| 6M | -9.0% | +18.3% | -27.4% | -15.6% |
| YTD | -20.1% | +51.5% | -71.6% | -31.3% |
| 1Y | -7.0% | +70.3% | -77.3% | -23.3% |
| 3Y | +72.4% | +210.6% | -138.2% | +12.8% |
| 5Y | +112.0% | +456.7% | -344.7% | +8.8% |
| 10Y | +131.6% | +2,396.1% | -2,264.5% | -40.9% |
| All | +131.6% | +2,399.9% | -2,268.4% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling