+1,269.9%
PAAS vs MTCH
+4,386.9%
-3,117.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.3% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | +6.8% | +9.7% | -2.9% | +5.8% |
| 3M | -2.9% | +21.1% | -24.0% | -4.7% |
| 6M | -16.4% | +37.5% | -53.9% | -19.1% |
| YTD | 0.0% | +31.9% | -31.9% | -2.8% |
| 1Y | +54.3% | +14.6% | +39.8% | +51.8% |
| 3Y | +230.7% | -6.2% | +236.8% | +227.2% |
| 5Y | +111.6% | -70.6% | +182.2% | +125.1% |
| 10Y | +211.7% | +185.6% | +26.1% | +187.7% |
| All | +1,269.9% | +4,386.9% | -3,117.1% | +959.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling