-3.1%
PAAS vs MKTX
-0.3%
-2.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -8.9% | +0.2% | -9.2% | -9.0% |
| 30D | -11.4% | +0.9% | -12.3% | -11.5% |
| 3M | -20.4% | +2.6% | -23.0% | -20.8% |
| 6M | -40.7% | +20.4% | -61.1% | -42.3% |
| YTD | -26.9% | -7.1% | -19.9% | -19.2% |
| 1Y | -3.1% | -2.8% | -0.3% | +2.9% |
| All | -3.1% | -0.3% | -2.7% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling