+911.6%
IBM vs PWR
+8,356.0%
-7,444.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.7% | +0.9% |
| 7D | -1.7% | +4.7% | -6.5% | -2.6% |
| 30D | +10.1% | -12.5% | +22.6% | +11.7% |
| 3M | +4.8% | -9.3% | +14.2% | +5.5% |
| 6M | +12.6% | -22.2% | +34.8% | +15.0% |
| YTD | -13.9% | +44.2% | -58.1% | -20.8% |
| 1Y | -18.7% | +35.5% | -54.2% | -24.5% |
| 3Y | +81.9% | +250.4% | -168.5% | +42.8% |
| 5Y | +148.3% | +425.6% | -277.3% | +80.1% |
| 10Y | +143.6% | +1,874.2% | -1,730.6% | +42.0% |
| All | +911.6% | +8,356.0% | -7,444.4% | +325.9% |
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 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