+163.8%
ON vs PAAS
+1,352.3%
-1,188.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | -11.7% | +8.4% | -20.1% | -12.8% |
| 30D | -23.3% | -7.2% | -16.1% | -22.4% |
| 3M | -19.2% | -14.0% | -5.2% | -17.5% |
| 6M | -40.1% | -26.8% | -13.4% | -37.5% |
| YTD | +16.9% | -19.8% | +36.7% | +19.5% |
| 1Y | +29.7% | +22.8% | +6.9% | +23.9% |
| 3Y | -4.4% | +183.6% | -188.0% | -21.5% |
| 5Y | +7.1% | +73.8% | -66.8% | -7.6% |
| 10Y | +447.2% | +185.6% | +261.6% | +315.8% |
| All | +163.8% | +1,352.3% | -1,188.5% | +149.0% |
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