+130.5%
IBM vs PAAS
+200.1%
-69.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.3% |
| 7D | -0.3% | -2.9% | +2.6% | -0.1% |
| 30D | +0.3% | +6.8% | -6.5% | -0.3% |
| 3M | -21.6% | -2.9% | -18.7% | -21.6% |
| 6M | -4.7% | -16.4% | +11.7% | -3.9% |
| YTD | -19.1% | 0.0% | -19.1% | -19.9% |
| 1Y | -2.5% | +54.3% | -56.8% | -7.3% |
| 3Y | +74.2% | +230.7% | -156.5% | +52.9% |
| 5Y | +113.1% | +111.6% | +1.5% | +90.9% |
| All | +130.5% | +200.1% | -69.6% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 10y: compounded portfolio wealth divided by compounded PAAS 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…
10y analysis · Full analysis span regression · 6 months rolling