+197.9%
PAAS vs OMC
+51.0%
+146.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.8% |
| 7D | -7.0% | -0.3% | -6.8% | -7.0% |
| 30D | -15.3% | +10.6% | -25.9% | -16.6% |
| 3M | -27.7% | +2.6% | -30.3% | -28.2% |
| 6M | -40.5% | +16.6% | -57.1% | -42.1% |
| YTD | -26.5% | +10.9% | -37.4% | -28.4% |
| 1Y | -0.8% | +22.1% | -22.8% | -4.8% |
| 3Y | +196.9% | +27.5% | +169.5% | +179.1% |
| 5Y | +49.2% | +50.6% | -1.5% | +34.7% |
| All | +197.9% | +51.0% | +146.9% | +156.9% |
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