+149.9%
IBM vs PAAS
+178.0%
-28.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.2% |
| 7D | -2.5% | +8.8% | -11.4% | -3.2% |
| 30D | +8.4% | -8.5% | +16.8% | +9.0% |
| 3M | +4.5% | -17.0% | +21.5% | +5.7% |
| 6M | +7.9% | -27.9% | +35.8% | +10.1% |
| YTD | -15.2% | -17.5% | +2.2% | -15.0% |
| 1Y | -17.6% | +22.8% | -40.4% | -20.2% |
| 3Y | +82.1% | +224.2% | -142.2% | +60.0% |
| 5Y | +143.3% | +73.6% | +69.7% | +121.1% |
| 10Y | +149.9% | +186.4% | -36.4% | +115.0% |
| All | +149.9% | +178.0% | -28.1% | +115.0% |
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