+202.7%
PAAS vs MTB
+173.2%
+29.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +2.0% | +2.8% | -0.8% | +1.8% |
| 30D | -0.1% | -4.2% | +4.1% | +0.2% |
| 3M | +8.2% | +7.8% | +0.5% | +7.6% |
| 6M | -13.8% | +14.8% | -28.6% | -14.7% |
| YTD | -0.6% | +20.8% | -21.4% | -2.1% |
| 1Y | +44.0% | +23.1% | +20.9% | +41.7% |
| 3Y | +246.6% | +114.8% | +131.8% | +228.5% |
| 5Y | +116.1% | +103.3% | +12.8% | +106.5% |
| 10Y | +202.7% | +173.0% | +29.8% | +194.2% |
| All | +202.7% | +173.2% | +29.6% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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