+202.7%
PAAS vs OMC
+32.3%
+170.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.4% |
| 7D | +2.0% | -5.8% | +7.8% | +2.9% |
| 30D | -0.1% | -4.8% | +4.7% | +0.6% |
| 3M | +8.2% | +9.2% | -1.0% | +6.3% |
| 6M | -13.8% | -2.5% | -11.3% | -13.8% |
| YTD | -0.6% | +2.6% | -3.2% | -1.9% |
| 1Y | +44.0% | +5.9% | +38.1% | +41.0% |
| 3Y | +246.6% | +14.2% | +232.4% | +231.1% |
| 5Y | +116.1% | +33.2% | +82.8% | +98.0% |
| 10Y | +202.7% | +33.4% | +169.3% | +179.2% |
| All | +202.7% | +32.3% | +170.5% | +179.2% |
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