+147.5%
IBM vs PWR
+423.6%
-276.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -0.3% | +19.1% | -19.4% | -1.8% |
| 30D | +6.8% | -12.0% | +18.8% | +7.6% |
| 3M | +4.4% | -10.6% | +15.0% | +4.9% |
| 6M | +13.2% | -20.8% | +34.0% | +15.1% |
| YTD | -15.1% | +43.7% | -58.9% | -22.0% |
| 1Y | -20.2% | +35.0% | -55.2% | -25.9% |
| 3Y | +79.3% | +249.4% | -170.1% | +37.4% |
| 5Y | +147.5% | +422.1% | -274.6% | +79.4% |
| All | +147.5% | +423.6% | -276.2% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling