+148.3%
IBM vs PAAS
+58.4%
+89.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.6% |
| 7D | -1.7% | -5.2% | +3.5% | -1.4% |
| 30D | +10.1% | -13.9% | +24.0% | +11.1% |
| 3M | +4.8% | -23.8% | +28.6% | +6.6% |
| 6M | +12.6% | -36.4% | +49.0% | +15.9% |
| YTD | -13.9% | -23.4% | +9.5% | -13.3% |
| 1Y | -18.7% | +5.6% | -24.3% | -20.5% |
| 3Y | +81.9% | +209.7% | -127.8% | +58.9% |
| 5Y | +148.3% | +55.6% | +92.7% | +124.5% |
| All | +148.3% | +58.4% | +89.9% | +124.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling