+115.5%
IBM vs PAAS
+113.1%
+2.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.2% |
| 7D | -0.3% | -2.9% | +2.6% | -0.1% |
| 30D | +0.3% | +6.8% | -6.5% | -0.3% |
| 3M | -21.6% | -2.9% | -18.7% | -21.5% |
| 6M | -4.7% | -16.4% | +11.7% | -3.9% |
| YTD | -19.1% | 0.0% | -19.1% | -19.9% |
| 1Y | -2.5% | +54.3% | -56.8% | -7.4% |
| 3Y | +74.2% | +230.7% | -156.5% | +51.9% |
| All | +115.5% | +113.1% | +2.4% | +90.4% |
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 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