+850.7%
IBM vs PWR
+8,583.6%
-7,732.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -0.3% | +3.6% | -3.9% | -0.8% |
| 30D | +0.3% | -8.6% | +8.9% | +1.5% |
| 3M | -21.6% | -13.2% | -8.4% | -20.6% |
| 6M | -4.7% | +9.9% | -14.6% | -7.6% |
| YTD | -19.1% | +48.0% | -67.1% | -25.3% |
| 1Y | -2.5% | +66.2% | -68.7% | -11.9% |
| 3Y | +74.2% | +195.1% | -121.0% | +41.2% |
| 5Y | +113.1% | +442.6% | -329.4% | +54.8% |
| 10Y | +133.5% | +2,334.2% | -2,200.7% | +33.1% |
| All | +850.7% | +8,583.6% | -7,732.9% | +301.5% |
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