+14.3%
PAAS vs OMC
+24.4%
-10.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.6% |
| 7D | +8.8% | +5.4% | +3.5% | +8.2% |
| 30D | -8.5% | +15.7% | -24.2% | -9.7% |
| 3M | -17.0% | +4.9% | -21.9% | -17.4% |
| 6M | -27.9% | +17.3% | -45.2% | -29.6% |
| YTD | -17.5% | +13.0% | -30.5% | -22.1% |
| All | +14.3% | +24.4% | -10.1% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling