+149.6%
IBM vs PAAS
+192.1%
-42.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.0% |
| 7D | -5.0% | +8.4% | -13.4% | -5.6% |
| 30D | +11.1% | -7.2% | +18.3% | +11.6% |
| 3M | +5.7% | -14.0% | +19.7% | +6.7% |
| 6M | +10.1% | -26.8% | +36.9% | +12.2% |
| YTD | -15.6% | -19.8% | +4.2% | -15.2% |
| 1Y | -19.5% | +22.8% | -42.4% | -22.1% |
| 3Y | +80.4% | +183.6% | -103.2% | +60.2% |
| 5Y | +140.0% | +73.8% | +66.2% | +118.0% |
| All | +149.6% | +192.1% | -42.5% | +115.4% |
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