+149.9%
IBM vs PWR
+1,915.1%
-1,765.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.4% | -8.9% | -1.6% |
| 7D | -2.5% | -4.8% | +2.2% | -2.1% |
| 30D | +8.4% | -16.2% | +24.6% | +11.8% |
| 3M | +4.5% | -11.9% | +16.4% | +6.1% |
| 6M | +7.9% | -20.6% | +28.5% | +10.9% |
| YTD | -15.2% | +40.3% | -55.5% | -26.7% |
| 1Y | -17.6% | +33.0% | -50.6% | -27.8% |
| 3Y | +82.1% | +250.0% | -167.9% | +12.6% |
| 5Y | +143.3% | +404.2% | -260.8% | +27.0% |
| 10Y | +149.9% | +1,865.8% | -1,715.9% | -30.3% |
| All | +149.9% | +1,915.1% | -1,765.2% | -30.3% |
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