+2,222.1%
IBM vs PAAS
+971.0%
+1,251.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -0.9% |
| 7D | -5.0% | +8.4% | -13.4% | -5.4% |
| 30D | +11.1% | -7.2% | +18.3% | +11.5% |
| 3M | +5.7% | -14.0% | +19.7% | +6.4% |
| 6M | +10.1% | -26.8% | +36.9% | +11.6% |
| YTD | -15.6% | -19.8% | +4.2% | -15.3% |
| 1Y | -19.5% | +22.8% | -42.4% | -21.2% |
| 3Y | +80.4% | +183.6% | -103.2% | +67.3% |
| 5Y | +140.0% | +73.8% | +66.2% | +126.0% |
| 10Y | +155.0% | +185.6% | -30.6% | +128.7% |
| All | +2,222.1% | +971.0% | +1,251.1% | +1,851.8% |
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