+139.9%
IBM vs PAAS
+168.2%
-28.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.2% | -0.2% |
| 7D | -2.2% | +4.2% | -6.4% | -2.5% |
| 30D | +7.7% | -13.8% | +21.4% | +8.8% |
| 3M | +3.5% | -22.7% | +26.2% | +5.3% |
| 6M | +7.2% | -32.1% | +39.3% | +9.9% |
| YTD | -15.8% | -22.3% | +6.5% | -15.2% |
| 1Y | -19.3% | +7.7% | -26.9% | -21.0% |
| 3Y | +78.0% | +214.0% | -136.1% | +56.5% |
| 5Y | +143.0% | +63.2% | +79.8% | +121.6% |
| 10Y | +139.9% | +185.5% | -45.6% | +105.8% |
| All | +139.9% | +168.2% | -28.3% | +105.8% |
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