+126.3%
PAAS vs MKTX
-61.3%
+187.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.7% |
| 7D | +2.6% | +0.3% | +2.4% | +2.6% |
| 30D | +2.5% | +1.0% | +1.5% | +2.2% |
| 3M | +15.1% | +40.8% | -25.7% | +4.4% |
| 6M | -12.1% | -10.9% | -1.2% | -9.8% |
| YTD | +3.1% | -8.6% | +11.7% | +4.9% |
| 1Y | +50.8% | -11.6% | +62.4% | +54.6% |
| 3Y | +259.5% | -24.5% | +284.0% | +272.6% |
| 5Y | +126.3% | -60.7% | +187.0% | +131.7% |
| All | +126.3% | -61.3% | +187.6% | +131.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling