+183.6%
PAAS vs MTB
+95.2%
+88.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +8.4% | -1.3% | +9.7% | +8.7% |
| 30D | -7.2% | +0.5% | -7.7% | -7.2% |
| 3M | -14.0% | -12.4% | -1.6% | -11.9% |
| 6M | -26.8% | +1.5% | -28.3% | -27.3% |
| YTD | -19.8% | +10.3% | -30.1% | -22.0% |
| 1Y | +22.8% | +22.2% | +0.6% | +17.2% |
| 3Y | +183.6% | +96.9% | +86.7% | +95.2% |
| All | +183.6% | +95.2% | +88.4% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling