+2,242.1%
IBM vs PAAS
+955.7%
+1,286.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.7% |
| 7D | -4.3% | -0.4% | -3.9% | -4.3% |
| 30D | +11.7% | -11.6% | +23.3% | +12.3% |
| 3M | +5.5% | -15.6% | +21.1% | +6.3% |
| 6M | +9.5% | -19.1% | +28.6% | +10.3% |
| YTD | -14.9% | -20.9% | +6.1% | -14.5% |
| 1Y | -17.4% | +21.3% | -38.6% | -19.0% |
| 3Y | +83.3% | +177.4% | -94.1% | +70.1% |
| 5Y | +142.1% | +71.3% | +70.7% | +128.1% |
| 10Y | +157.2% | +181.5% | -24.3% | +130.9% |
| All | +2,242.1% | +955.7% | +1,286.4% | +1,870.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling