+891.6%
IBM vs PWR
+7,422.2%
-6,530.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.3% | -7.1% | -1.8% |
| 7D | -5.0% | -12.9% | +7.9% | -3.3% |
| 30D | +11.1% | -22.8% | +34.0% | +14.9% |
| 3M | +5.7% | -19.0% | +24.7% | +8.3% |
| 6M | +10.1% | -31.1% | +41.2% | +14.5% |
| YTD | -15.6% | +28.2% | -43.8% | -20.9% |
| 1Y | -19.5% | +22.2% | -41.7% | -24.1% |
| 3Y | +80.4% | +222.1% | -141.7% | +43.4% |
| 5Y | +140.0% | +364.1% | -224.1% | +77.5% |
| 10Y | +155.0% | +1,864.5% | -1,709.5% | +49.0% |
| All | +891.6% | +7,422.2% | -6,530.6% | +325.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling