+196.2%
PAAS vs OMC
+53.0%
+143.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -8.9% | +1.9% | -10.8% | -9.2% |
| 30D | -11.4% | +12.2% | -23.6% | -13.0% |
| 3M | -20.4% | +0.6% | -21.0% | -20.6% |
| 6M | -40.7% | +21.0% | -61.7% | -42.7% |
| YTD | -26.9% | +12.4% | -39.3% | -28.9% |
| 1Y | -3.1% | +25.4% | -28.5% | -7.4% |
| 3Y | +199.3% | +29.2% | +170.1% | +180.7% |
| 5Y | +48.3% | +52.6% | -4.3% | +33.7% |
| All | +196.2% | +53.0% | +143.2% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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