+186.4%
PAAS vs OMC
+56.1%
+130.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.5% |
| 7D | +8.8% | +5.4% | +3.5% | +8.0% |
| 30D | -8.5% | +15.7% | -24.2% | -10.5% |
| 3M | -17.0% | +4.9% | -21.9% | -17.8% |
| 6M | -27.9% | +17.3% | -45.2% | -30.0% |
| YTD | -17.5% | +13.0% | -30.5% | -19.8% |
| 1Y | +22.8% | +24.1% | -1.3% | +17.5% |
| 3Y | +224.2% | +31.2% | +193.0% | +203.5% |
| 5Y | +73.6% | +53.4% | +20.3% | +56.5% |
| 10Y | +186.4% | +55.5% | +130.8% | +144.2% |
| All | +186.4% | +56.1% | +130.3% | +144.2% |
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