-25.1%
ON vs PAAS
+236.3%
-261.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.5% |
| 7D | +2.4% | -2.9% | +5.3% | +3.0% |
| 30D | -3.3% | +6.8% | -10.1% | -4.9% |
| 3M | -43.6% | -2.9% | -40.7% | -43.5% |
| 6M | +19.0% | -16.4% | +35.4% | +21.6% |
| YTD | +37.4% | 0.0% | +37.3% | +35.0% |
| 1Y | +54.8% | +54.3% | +0.4% | +39.2% |
| All | -25.1% | +236.3% | -261.4% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling