+138.2%
IBM vs PWR
+348.7%
-210.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.3% | -7.1% | -1.4% |
| 7D | -5.0% | -12.9% | +7.9% | -4.1% |
| 30D | +11.1% | -22.8% | +34.0% | +13.3% |
| 3M | +5.7% | -19.0% | +24.7% | +7.1% |
| 6M | +10.1% | -31.1% | +41.2% | +13.5% |
| YTD | -15.6% | +28.2% | -43.8% | -21.7% |
| 1Y | -19.5% | +22.2% | -41.7% | -24.8% |
| 3Y | +80.4% | +222.1% | -141.7% | +38.7% |
| All | +138.2% | +348.7% | -210.5% | +74.9% |
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 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