+70.8%
PAAS vs OMC
+49.2%
+21.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +8.4% | +6.3% | +2.1% | +7.4% |
| 30D | -7.2% | +15.4% | -22.5% | -9.2% |
| 3M | -14.0% | +5.8% | -19.8% | -14.9% |
| 6M | -26.8% | +14.7% | -41.4% | -28.8% |
| YTD | -19.8% | +10.3% | -30.1% | -22.0% |
| 1Y | +22.8% | +23.2% | -0.4% | +17.1% |
| 3Y | +183.6% | +24.6% | +159.0% | +163.3% |
| All | +70.8% | +49.2% | +21.6% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling