+80.4%
IBM vs PWR
+249.5%
-169.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -0.3% | +19.1% | -19.4% | -1.0% |
| 30D | +6.8% | -12.0% | +18.8% | +7.2% |
| 3M | +4.4% | -10.6% | +15.0% | +4.6% |
| 6M | +13.2% | -20.8% | +34.0% | +14.8% |
| YTD | -15.1% | +43.7% | -58.9% | -21.8% |
| 1Y | -20.2% | +35.0% | -55.2% | -25.7% |
| All | +80.4% | +249.5% | -169.1% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling