+452.4%
ON vs PAAS
+192.1%
+260.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | -11.7% | +8.4% | -20.1% | -13.2% |
| 30D | -23.3% | -7.2% | -16.1% | -22.2% |
| 3M | -19.2% | -14.0% | -5.2% | -17.0% |
| 6M | -40.1% | -26.8% | -13.4% | -36.7% |
| YTD | +16.9% | -19.8% | +36.7% | +20.1% |
| 1Y | +29.7% | +22.8% | +6.9% | +22.1% |
| 3Y | -4.4% | +183.6% | -188.0% | -26.7% |
| 5Y | +7.1% | +73.8% | -66.8% | -12.7% |
| All | +452.4% | +192.1% | +260.3% | +301.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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