+196.2%
PAAS vs MTCH
+142.9%
+53.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -8.9% | +6.7% | -15.6% | -10.1% |
| 30D | -11.4% | -1.8% | -9.6% | -11.2% |
| 3M | -20.4% | +12.2% | -32.7% | -22.4% |
| 6M | -40.7% | +16.6% | -57.3% | -42.8% |
| YTD | -26.9% | +31.8% | -58.8% | -31.4% |
| 1Y | -3.1% | +30.8% | -33.9% | -8.9% |
| 3Y | +199.3% | +49.6% | +149.6% | +167.8% |
| 5Y | +48.3% | -70.3% | +118.6% | +71.8% |
| All | +196.2% | +142.9% | +53.3% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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