+141.6%
IBM vs PAAS
+168.2%
-26.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.9% | +0.5% |
| 7D | -1.5% | +4.2% | -5.7% | -1.9% |
| 30D | +8.4% | -13.8% | +22.2% | +9.5% |
| 3M | +4.2% | -22.7% | +26.9% | +6.0% |
| 6M | +7.9% | -32.1% | +40.0% | +10.6% |
| YTD | -15.2% | -22.3% | +7.1% | -14.6% |
| 1Y | -18.7% | +7.7% | -26.4% | -20.5% |
| 3Y | +79.2% | +214.0% | -134.8% | +57.5% |
| 5Y | +144.7% | +63.2% | +81.5% | +123.1% |
| 10Y | +141.6% | +185.5% | -43.9% | +107.2% |
| All | +141.6% | +168.2% | -26.6% | +107.2% |
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