+186.4%
PAAS vs MTB
+136.2%
+50.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.7% |
| 7D | +8.8% | -0.8% | +9.6% | +8.9% |
| 30D | -8.5% | +2.4% | -10.9% | -8.6% |
| 3M | -17.0% | -10.5% | -6.5% | -16.4% |
| 6M | -27.9% | +6.4% | -34.3% | -28.3% |
| YTD | -17.5% | +12.8% | -30.3% | -18.3% |
| 1Y | +22.8% | +23.3% | -0.4% | +21.0% |
| 3Y | +224.2% | +108.2% | +116.0% | +208.5% |
| 5Y | +73.6% | +68.6% | +5.1% | +67.1% |
| 10Y | +186.4% | +125.3% | +61.1% | +321.4% |
| All | +186.4% | +136.2% | +50.2% | +321.4% |
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