+209.9%
ON vs PAAS
+1,711.0%
-1,501.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.4% |
| 7D | +2.4% | -2.9% | +5.3% | +2.9% |
| 30D | -3.3% | +6.8% | -10.1% | -4.5% |
| 3M | -43.6% | -2.9% | -40.7% | -43.4% |
| 6M | +19.0% | -16.4% | +35.4% | +21.5% |
| YTD | +37.4% | 0.0% | +37.3% | +35.8% |
| 1Y | +54.8% | +54.3% | +0.4% | +42.6% |
| 3Y | -25.2% | +230.7% | -255.8% | -40.1% |
| 5Y | +62.7% | +111.6% | -48.9% | +36.2% |
| 10Y | +574.3% | +211.7% | +362.6% | +403.1% |
| All | +209.9% | +1,711.0% | -1,501.1% | +183.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling