+119.0%
PAAS vs MTB
+101.8%
+17.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -2.9% | +1.7% | -4.6% | -3.1% |
| 30D | +6.8% | -4.2% | +11.0% | +7.4% |
| 3M | -2.9% | +8.9% | -11.8% | -4.3% |
| 6M | -16.4% | +10.9% | -27.3% | -17.9% |
| YTD | 0.0% | +21.5% | -21.5% | -3.1% |
| 1Y | +54.3% | +21.9% | +32.4% | +49.3% |
| 3Y | +230.7% | +109.2% | +121.4% | +190.5% |
| All | +119.0% | +101.8% | +17.1% | +97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling